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
|
/* -*- 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 fdmmeshercomposite.hpp
\brief FdmMesher which is a composite of Fdm1dMesher
*/
#ifndef quantlib_fdm_mesher_composite_hpp
#define quantlib_fdm_mesher_composite_hpp
#include <ql/methods/finitedifferences/meshers/fdmmesher.hpp>
#include <ql/methods/finitedifferences/meshers/fdm1dmesher.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp>
namespace QuantLib {
class FdmMesherComposite : public FdmMesher {
public:
FdmMesherComposite(
const boost::shared_ptr<FdmLinearOpLayout>& layout,
const std::vector<boost::shared_ptr<Fdm1dMesher> > & mesher);
// convenient constructors
explicit FdmMesherComposite(
const std::vector<boost::shared_ptr<Fdm1dMesher> > & mesher);
explicit FdmMesherComposite(
const boost::shared_ptr<Fdm1dMesher>& mesher);
FdmMesherComposite(const boost::shared_ptr<Fdm1dMesher>& m1,
const boost::shared_ptr<Fdm1dMesher>& m2);
FdmMesherComposite(const boost::shared_ptr<Fdm1dMesher>& m1,
const boost::shared_ptr<Fdm1dMesher>& m2,
const boost::shared_ptr<Fdm1dMesher>& m3);
FdmMesherComposite(const boost::shared_ptr<Fdm1dMesher>& m1,
const boost::shared_ptr<Fdm1dMesher>& m2,
const boost::shared_ptr<Fdm1dMesher>& m3,
const boost::shared_ptr<Fdm1dMesher>& m4);
Real dplus(const FdmLinearOpIterator& iter, Size direction) const;
Real dminus(const FdmLinearOpIterator& iter, Size direction) const;
Real location(const FdmLinearOpIterator& iter, Size direction) const;
Disposable<Array> locations(Size direction) const;
private:
const std::vector<boost::shared_ptr<Fdm1dMesher> > mesher_;
};
}
#endif
|
