QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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concentrating1dmesher.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2009 Ralph Schreyer
5 Copyright (C) 2014 Johannes Göttker-Schnetmann
6 Copyright (C) 2014 Klaus Spanderen
7
8 This file is part of QuantLib, a free-software/open-source library
9 for financial quantitative analysts and developers - http://quantlib.org/
10
11 QuantLib is free software: you can redistribute it and/or modify it
12 under the terms of the QuantLib license. You should have received a
13 copy of the license along with this program; if not, please email
14 <quantlib-dev@lists.sf.net>. The license is also available online at
15 <http://quantlib.org/license.shtml>.
16
17 This program is distributed in the hope that it will be useful, but WITHOUT
18 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
19 FOR A PARTICULAR PURPOSE. See the license for more details.
20*/
21
22/*! \file concentrating1dmesher.hpp
23 \brief One-dimensional grid mesher concentrating around critical points
24*/
25
26#ifndef quantlib_concentrating_1d_mesher_hpp
27#define quantlib_concentrating_1d_mesher_hpp
28
30#include <ql/utilities/null.hpp>
31
32#include <ql/tuple.hpp>
33
34#include <utility>
35#include <vector>
36
37namespace QuantLib {
38
40 public:
42 Real end,
43 Size size,
44 const std::pair<Real, Real>& cPoints =
45 (std::pair<Real, Real>(Null<Real>(), Null<Real>())),
46 bool requireCPoint = false);
47
49 Real start, Real end, Size size,
50 const std::vector<ext::tuple<Real, Real, bool> >& cPoints,
51 Real tol = 1e-8);
52 };
53}
54
55#endif
template class providing a null value for a given type.
Definition: null.hpp:76
One-dimensional simple FDM mesher object working on an index.
QL_REAL Real
real number
Definition: types.hpp:50
std::size_t Size
size of a container
Definition: types.hpp:58
Definition: any.hpp:35
null values
Maps tuple to either the boost or std implementation.