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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2009, 2011 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 fdmsimpleprocess1dmesher.hpp
\brief One-dimensional grid mesher
*/
#ifndef quantlib_fdm_simple_process_1d_mesher_hpp
#define quantlib_fdm_simple_process_1d_mesher_hpp
#include <ql/methods/finitedifferences/meshers/fdm1dmesher.hpp>
#include <ql/utilities/null.hpp>
#include <boost/shared_ptr.hpp>
namespace QuantLib {
class StochasticProcess1D;
class FdmSimpleProcess1dMesher : public Fdm1dMesher {
public:
FdmSimpleProcess1dMesher(
Size size,
const boost::shared_ptr<StochasticProcess1D>& process,
Time maturity, Size tAvgSteps = 10, Real epsilon = 0.0001,
Real mandatoryPoint = Null<Real>());
};
}
#endif
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