QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Protected Attributes | List of all members
TransformedGrid Class Reference

transformed grid More...

#include <ql/math/transformedgrid.hpp>

Inherited by LogGrid.

Public Member Functions

 TransformedGrid (const Array &grid)
 
template<class T >
 TransformedGrid (const Array &grid, T func)
 
const ArraygridArray () const
 
const ArraytransformedGridArray () const
 
const ArraydxmArray () const
 
const ArraydxpArray () const
 
const ArraydxArray () const
 
Real grid (Size i) const
 
Real transformedGrid (Size i) const
 
Real dxm (Size i) const
 
Real dxp (Size i) const
 
Real dx (Size i) const
 
Size size () const
 

Protected Attributes

Array grid_
 
Array transformedGrid_
 
Array dxm_
 
Array dxp_
 
Array dx_
 

Detailed Description

transformed grid

This package encapuslates an array of grid points. It is used primarily in PDE calculations.