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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2012 Peter Caspers
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 glued1dmesher.cpp
\brief One-dimensional grid mesher combining two existing ones
*/
#include <ql/experimental/finitedifferences/glued1dmesher.hpp>
#include <ql/errors.hpp>
#include <ql/math/comparison.hpp>
#include <ql/utilities/null.hpp>
namespace QuantLib {
Glued1dMesher::Glued1dMesher(
const Fdm1dMesher& leftMesher,
const Fdm1dMesher& rightMesher)
: Fdm1dMesher(leftMesher.locations().size()+rightMesher.locations().size()
- ( close(leftMesher.locations().back(),
rightMesher.locations().front()) ? 1 :0) ),
commonPoint_( close(leftMesher.locations().back(),
rightMesher.locations().front()) ) {
QL_REQUIRE(leftMesher.locations().back()
<= rightMesher.locations().front(),
"left meshers rightmost point (" <<
leftMesher.locations().back() <<
") may not be greater than right meshers leftmost point (" <<
rightMesher.locations().front() << ")");
std::copy(leftMesher.locations().begin(),leftMesher.locations().end(),
locations_.begin());
std::copy(rightMesher.locations().begin() + (commonPoint_ ? 1 : 0),
rightMesher.locations().end(),
locations_.begin()+leftMesher.locations().size());
for (Size i=0; i < locations_.size()-1; ++i) {
dplus_[i] = dminus_[i+1] = locations_[i+1] - locations_[i];
}
dplus_.back() = dminus_.front() = Null<Real>();
}
}
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