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

#include <uniformgridmesher.hpp>

+ Inheritance diagram for UniformGridMesher:
+ Collaboration diagram for UniformGridMesher:

Public Member Functions

 UniformGridMesher (const ext::shared_ptr< FdmLinearOpLayout > &index, const std::vector< std::pair< Real, Real > > &boundaries)
 
Real dplus (const FdmLinearOpIterator &, Size direction) const override
 
Real dminus (const FdmLinearOpIterator &, Size direction) const override
 
Real location (const FdmLinearOpIterator &iter, Size direction) const override
 
Array locations (Size direction) const override
 
- Public Member Functions inherited from FdmMesher
 FdmMesher (ext::shared_ptr< FdmLinearOpLayout > layout)
 
virtual ~FdmMesher ()=default
 
virtual Real dplus (const FdmLinearOpIterator &iter, Size direction) const =0
 
virtual Real dminus (const FdmLinearOpIterator &iter, Size direction) const =0
 
virtual Real location (const FdmLinearOpIterator &iter, Size direction) const =0
 
virtual Array locations (Size direction) const =0
 
const ext::shared_ptr< FdmLinearOpLayout > & layout () const
 

Private Attributes

std::unique_ptr< Real[]> dx_
 
std::vector< std::vector< Real > > locations_
 

Additional Inherited Members

- Protected Attributes inherited from FdmMesher
const ext::shared_ptr< FdmLinearOpLayoutlayout_
 

Detailed Description

Definition at line 35 of file uniformgridmesher.hpp.

Constructor & Destructor Documentation

◆ UniformGridMesher()

UniformGridMesher ( const ext::shared_ptr< FdmLinearOpLayout > &  index,
const std::vector< std::pair< Real, Real > > &  boundaries 
)

Definition at line 27 of file uniformgridmesher.cpp.

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Member Function Documentation

◆ dplus()

Real dplus ( const FdmLinearOpIterator ,
Size  direction 
) const
overridevirtual

Implements FdmMesher.

Definition at line 41 of file uniformgridmesher.hpp.

◆ dminus()

Real dminus ( const FdmLinearOpIterator ,
Size  direction 
) const
overridevirtual

Implements FdmMesher.

Definition at line 44 of file uniformgridmesher.hpp.

◆ location()

Real location ( const FdmLinearOpIterator iter,
Size  direction 
) const
overridevirtual

Implements FdmMesher.

Definition at line 48 of file uniformgridmesher.hpp.

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◆ locations()

Array locations ( Size  direction) const
overridevirtual

Implements FdmMesher.

Definition at line 48 of file uniformgridmesher.cpp.

Member Data Documentation

◆ dx_

std::unique_ptr<Real[]> dx_
private

Definition at line 55 of file uniformgridmesher.hpp.

◆ locations_

std::vector<std::vector<Real> > locations_
private

Definition at line 56 of file uniformgridmesher.hpp.