QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <fdmsimpleprocess1dmesher.hpp>
Public Member Functions | |
FdmSimpleProcess1dMesher (Size size, const ext::shared_ptr< StochasticProcess1D > &process, Time maturity, Size tAvgSteps=10, Real epsilon=0.0001, Real mandatoryPoint=Null< Real >()) | |
Public Member Functions inherited from Fdm1dMesher | |
Fdm1dMesher (Size size) | |
virtual | ~Fdm1dMesher ()=default |
Size | size () const |
Real | dplus (Size index) const |
Real | dminus (Size index) const |
Real | location (Size index) const |
const std::vector< Real > & | locations () const |
Additional Inherited Members | |
Protected Attributes inherited from Fdm1dMesher | |
std::vector< Real > | locations_ |
std::vector< Real > | dplus_ |
std::vector< Real > | dminus_ |
Definition at line 35 of file fdmsimpleprocess1dmesher.hpp.
FdmSimpleProcess1dMesher | ( | Size | size, |
const ext::shared_ptr< StochasticProcess1D > & | process, | ||
Time | maturity, | ||
Size | tAvgSteps = 10 , |
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Real | epsilon = 0.0001 , |
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Real | mandatoryPoint = Null<Real>() |
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) |
Definition at line 26 of file fdmsimpleprocess1dmesher.cpp.