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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2013 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
<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 predefined1dmesher.hpp
\brief One-dimensional mesher build from a given set of points
*/
#ifndef quantlib_predefined_1d_mesher_hpp
#define quantlib_predefined_1d_mesher_hpp
#include <ql/utilities/null.hpp>
#include <ql/methods/finitedifferences/meshers/fdm1dmesher.hpp>
#include <vector>
namespace QuantLib {
class Predefined1dMesher : public Fdm1dMesher {
public:
explicit Predefined1dMesher(const std::vector<Real>& x)
: Fdm1dMesher(x.size()) {
std::copy(x.begin(), x.end(), locations_.begin());
dplus_.back() = dminus_.front() = Null<Real>();
for (Size i=0; i < x.size()-1; ++i) {
dplus_[i] = dminus_[i+1] = x[i+1] - x[i];
}
}
};
}
#endif
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