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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
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
<https://www.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 grid.hpp
\brief Grid constructors
*/
#ifndef quantlib_grid_hpp
#define quantlib_grid_hpp
#include <ql/math/array.hpp>
namespace QuantLib {
/*! \deprecated Part of the old FD framework; copy this function
in your codebase if needed.
Deprecated in version 1.37.
*/
[[deprecated("Part of the old FD framework; copy this function in your codebase if needed")]]
Array CenteredGrid(Real center, Real dx, Size steps);
/*! \deprecated Part of the old FD framework; copy this function
in your codebase if needed.
Deprecated in version 1.37.
*/
[[deprecated("Part of the old FD framework; copy this function in your codebase if needed")]]
Array BoundedGrid(Real xMin, Real xMax, Size steps);
/*! \deprecated Part of the old FD framework; copy this function
in your codebase if needed.
Deprecated in version 1.37.
*/
[[deprecated("Part of the old FD framework; copy this function in your codebase if needed")]]
Array BoundedLogGrid(Real xMin, Real xMax, Size steps);
// inline definitions
inline Array CenteredGrid(Real center, Real dx, Size steps) {
Array result(steps+1);
for (Size i=0; i<steps+1; i++)
result[i] = center + (i - steps/2.0)*dx;
return result;
}
inline Array BoundedGrid(Real xMin, Real xMax, Size steps) {
Array result(steps+1);
Real x=xMin, dx=(xMax-xMin)/steps;
for (Size i=0; i<steps+1; i++, x+=dx)
result[i] = x;
return result;
}
inline Array BoundedLogGrid(Real xMin, Real xMax, Size steps) {
Array result(steps+1);
Real gridLogSpacing = (std::log(xMax) - std::log(xMin)) /
(steps);
Real edx = std::exp(gridLogSpacing);
result[0] = xMin;
for (Size j=1; j < steps+1; j++) {
result[j] = result[j-1]*edx;
}
return result;
}
}
#endif
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