QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
FdmSimpleProcess1dMesher Class Reference

#include <fdmsimpleprocess1dmesher.hpp>

+ Inheritance diagram for FdmSimpleProcess1dMesher:
+ Collaboration diagram for FdmSimpleProcess1dMesher:

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< Reallocations_
 
std::vector< Realdplus_
 
std::vector< Realdminus_
 

Detailed Description

Definition at line 35 of file fdmsimpleprocess1dmesher.hpp.

Constructor & Destructor Documentation

◆ FdmSimpleProcess1dMesher()

FdmSimpleProcess1dMesher ( Size  size,
const ext::shared_ptr< StochasticProcess1D > &  process,
Time  maturity,
Size  tAvgSteps = 10,
Real  epsilon = 0.0001,
Real  mandatoryPoint = Null<Real>() 
)

Definition at line 26 of file fdmsimpleprocess1dmesher.cpp.

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