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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 fdmmesher.hpp
\brief mesher for a fdm grid
*/
#ifndef quantlib_fdm_mesher_hpp
#define quantlib_fdm_mesher_hpp
#include <ql/math/array.hpp>
#include <boost/shared_ptr.hpp>
#include <vector>
namespace QuantLib {
class FdmLinearOpLayout;
class FdmLinearOpIterator;
class FdmMesher {
public:
FdmMesher(const boost::shared_ptr<FdmLinearOpLayout>& layout)
: layout_(layout) {}
virtual ~FdmMesher() {}
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 Disposable<Array> locations(Size direction) const = 0;
const boost::shared_ptr<FdmLinearOpLayout>& layout() const {
return layout_;
}
protected:
const boost::shared_ptr<FdmLinearOpLayout> layout_;
};
}
#endif
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