QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <uniformgridmesher.hpp>
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< FdmLinearOpLayout > | layout_ |
Definition at line 35 of file uniformgridmesher.hpp.
UniformGridMesher | ( | const ext::shared_ptr< FdmLinearOpLayout > & | index, |
const std::vector< std::pair< Real, Real > > & | boundaries | ||
) |
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overridevirtual |
Implements FdmMesher.
Definition at line 41 of file uniformgridmesher.hpp.
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overridevirtual |
Implements FdmMesher.
Definition at line 44 of file uniformgridmesher.hpp.
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overridevirtual |
Implements FdmMesher.
Definition at line 48 of file uniformgridmesher.hpp.
Implements FdmMesher.
Definition at line 48 of file uniformgridmesher.cpp.
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private |
Definition at line 55 of file uniformgridmesher.hpp.
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private |
Definition at line 56 of file uniformgridmesher.hpp.