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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.
*/
#include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp>
#include <ql/methods/finitedifferences/meshers/uniformgridmesher.hpp>
namespace QuantLib {
UniformGridMesher::UniformGridMesher(
const boost::shared_ptr<FdmLinearOpLayout> & layout,
const std::vector<std::pair<Real, Real> > & boundaries)
: FdmMesher (layout),
dx_ (new Real[layout->dim().size()]),
locations_(layout->dim().size()) {
QL_REQUIRE(boundaries.size() == layout->dim().size(),
"inconsistent boundaries given");
for (Size i=0; i < layout->dim().size(); ++i) {
dx_[i] = (boundaries[i].second - boundaries[i].first)
/ (layout->dim()[i]-1);
locations_[i] = std::vector<Real>(layout->dim()[i]);
for (Size j=0; j < layout->dim()[i]; ++j) {
locations_[i][j] = boundaries[i].first + j*dx_[i];
}
}
}
Disposable<Array> UniformGridMesher::locations(Size d) const {
Array retVal(layout_->size());
const FdmLinearOpIterator endIter = layout_->end();
for (FdmLinearOpIterator iter = layout_->begin();
iter != endIter; ++iter) {
retVal[iter.index()] = locations_[d][iter.coordinates()[d]];
}
return retVal;
}
}
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