1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135
|
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: ql/methods/finitedifferences/meshers Directory Reference</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
MathJax.Hub.Config({
extensions: ["tex2jax.js"],
jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
<tbody>
<tr style="height: 56px;">
<td id="projectalign" style="padding-left: 0.5em;">
<div id="projectname"><a href="http://quantlib.org">
<img alt="QuantLib" src="QL-title.jpg"></a>
<div id="projectbrief">A free/open-source library for quantitative finance</div>
<div id="projectnumber">Reference manual - version 1.20</div>
</div>
</td>
</tr>
</tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
$(function() {
initMenu('',true,false,'search.php','Search');
$(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
onmouseover="return searchBox.OnSearchSelectShow()"
onmouseout="return searchBox.OnSearchSelectHide()"
onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>
<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0"
name="MSearchResults" id="MSearchResults">
</iframe>
</div>
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><a class="el" href="dir_958d2abebb9d0797c141a9841f9d5d39.html">ql</a></li><li class="navelem"><a class="el" href="dir_cfd7e92b9616896823ae34fc8782de82.html">methods</a></li><li class="navelem"><a class="el" href="dir_f5a034d8bc562794caf11479f5607257.html">finitedifferences</a></li><li class="navelem"><a class="el" href="dir_29132e8eebf6e2ae720e91e68c4cc1a4.html">meshers</a></li> </ul>
</div>
</div><!-- top -->
<div class="header">
<div class="headertitle">
<div class="title">meshers Directory Reference</div> </div>
</div><!--header-->
<div class="contents">
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="files"></a>
Files</h2></td></tr>
<tr class="memitem:concentrating1dmesher_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>concentrating1dmesher.hpp</b></td></tr>
<tr class="memdesc:concentrating1dmesher_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">One-dimensional grid mesher concentrating around critical points. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:exponentialjump1dmesher_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>exponentialjump1dmesher.hpp</b></td></tr>
<tr class="memdesc:exponentialjump1dmesher_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">mesher for a exponential jump mesher with high mean reversion rate and low jump intensity <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:fdm1dmesher_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>fdm1dmesher.hpp</b></td></tr>
<tr class="memdesc:fdm1dmesher_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">One-dimensional simple FDM mesher object working on an index. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:fdmblackscholesmesher_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>fdmblackscholesmesher.hpp</b></td></tr>
<tr class="memdesc:fdmblackscholesmesher_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">1-d mesher for the Black-Scholes process (in ln(S)) <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:fdmblackscholesmultistrikemesher_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>fdmblackscholesmultistrikemesher.hpp</b></td></tr>
<tr class="memdesc:fdmblackscholesmultistrikemesher_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">1-d mesher for the Black-Scholes process (in ln(S)) <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:fdmcev1dmesher_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>fdmcev1dmesher.hpp</b></td></tr>
<tr class="memdesc:fdmcev1dmesher_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">One-dimensional mesher for the CEV model. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:fdmhestonvariancemesher_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>fdmhestonvariancemesher.hpp</b></td></tr>
<tr class="memdesc:fdmhestonvariancemesher_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">One-dimensional grid mesher for the variance part of the Heston model. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:fdmmesher_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>fdmmesher.hpp</b></td></tr>
<tr class="memdesc:fdmmesher_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">mesher for a fdm grid <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:fdmmeshercomposite_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>fdmmeshercomposite.hpp</b></td></tr>
<tr class="memdesc:fdmmeshercomposite_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">FdmMesher which is a composite of Fdm1dMesher. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:fdmsimpleprocess1dmesher_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>fdmsimpleprocess1dmesher.hpp</b></td></tr>
<tr class="memdesc:fdmsimpleprocess1dmesher_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">One-dimensional grid mesher. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:predefined1dmesher_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>predefined1dmesher.hpp</b></td></tr>
<tr class="memdesc:predefined1dmesher_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">One-dimensional mesher build from a given set of points. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:uniform1dmesher_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>uniform1dmesher.hpp</b></td></tr>
<tr class="memdesc:uniform1dmesher_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">One-dimensional simple uniform grid mesher. <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:uniformgridmesher_8hpp"><td class="memItemLeft" align="right" valign="top">file  </td><td class="memItemRight" valign="bottom"><b>uniformgridmesher.hpp</b></td></tr>
<tr class="memdesc:uniformgridmesher_8hpp"><td class="mdescLeft"> </td><td class="mdescRight">uniform grid mesher <br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
</table>
</div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>
|