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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2008 Andreas Gaida
Copyright (C) 2008 Ralph Schreyer
Copyright (C) 2008 Klaus Spanderen
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file uniformgridmesher.hpp
\brief uniform grid mesher
*/
#ifndef quantlib_uniform_grid_mesher_hpp
#define quantlib_uniform_grid_mesher_hpp
#include <ql/methods/finitedifferences/meshers/fdmmesher.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp>
#include <memory>
namespace QuantLib {
class UniformGridMesher : public FdmMesher {
public:
UniformGridMesher(
const ext::shared_ptr<FdmLinearOpLayout> & index,
const std::vector<std::pair<Real, Real> > & boundaries);
Real dplus(const FdmLinearOpIterator&, Size direction) const override {
return dx_[direction];
}
Real dminus(const FdmLinearOpIterator&, Size direction) const override {
return dx_[direction];
}
Real location(const FdmLinearOpIterator& iter, Size direction) const override {
return locations_[direction][iter.coordinates()[direction]];
}
Array locations(Size direction) const override;
private:
std::unique_ptr<Real[]> dx_;
std::vector<std::vector<Real> > locations_;
};
}
#endif
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