QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Protected Attributes | List of all members
TransformedGrid Class Reference

transformed grid More...

#include <transformedgrid.hpp>

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Public Member Functions

 TransformedGrid (const Array &grid)
 
template<class T >
 TransformedGrid (const Array &grid, T func)
 
const ArraygridArray () const
 
const ArraytransformedGridArray () const
 
const ArraydxmArray () const
 
const ArraydxpArray () const
 
const ArraydxArray () const
 
Real grid (Size i) const
 
Real transformedGrid (Size i) const
 
Real dxm (Size i) const
 
Real dxp (Size i) const
 
Real dx (Size i) const
 
Size size () const
 

Protected Attributes

Array grid_
 
Array transformedGrid_
 
Array dxm_
 
Array dxp_
 
Array dx_
 

Detailed Description

transformed grid

This package encapuslates an array of grid points. It is used primarily in PDE calculations.

Definition at line 37 of file transformedgrid.hpp.

Constructor & Destructor Documentation

◆ TransformedGrid() [1/2]

TransformedGrid ( const Array grid)

Definition at line 39 of file transformedgrid.hpp.

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◆ TransformedGrid() [2/2]

TransformedGrid ( const Array grid,
T  func 
)

Definition at line 56 of file transformedgrid.hpp.

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Member Function Documentation

◆ gridArray()

const Array & gridArray ( ) const

Definition at line 75 of file transformedgrid.hpp.

◆ transformedGridArray()

const Array & transformedGridArray ( ) const

Definition at line 76 of file transformedgrid.hpp.

◆ dxmArray()

const Array & dxmArray ( ) const

Definition at line 77 of file transformedgrid.hpp.

◆ dxpArray()

const Array & dxpArray ( ) const

Definition at line 78 of file transformedgrid.hpp.

◆ dxArray()

const Array & dxArray ( ) const

Definition at line 79 of file transformedgrid.hpp.

◆ grid()

Real grid ( Size  i) const

Definition at line 81 of file transformedgrid.hpp.

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◆ transformedGrid()

Real transformedGrid ( Size  i) const

Definition at line 82 of file transformedgrid.hpp.

◆ dxm()

Real dxm ( Size  i) const

Definition at line 83 of file transformedgrid.hpp.

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◆ dxp()

Real dxp ( Size  i) const

Definition at line 84 of file transformedgrid.hpp.

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◆ dx()

Real dx ( Size  i) const

Definition at line 85 of file transformedgrid.hpp.

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◆ size()

Size size ( ) const

Definition at line 86 of file transformedgrid.hpp.

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Member Data Documentation

◆ grid_

Array grid_
protected

Definition at line 89 of file transformedgrid.hpp.

◆ transformedGrid_

Array transformedGrid_
protected

Definition at line 90 of file transformedgrid.hpp.

◆ dxm_

Array dxm_
protected

Definition at line 91 of file transformedgrid.hpp.

◆ dxp_

Array dxp_
protected

Definition at line 92 of file transformedgrid.hpp.

◆ dx_

Array dx_
protected

Definition at line 93 of file transformedgrid.hpp.