Coverage Report

Created: 2025-08-11 06:28

/src/quantlib/ql/methods/finitedifferences/meshers/uniformgridmesher.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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 Copyright (C) 2008 Andreas Gaida
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 Copyright (C) 2008 Ralph Schreyer
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 Copyright (C) 2008 Klaus Spanderen
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 This file is part of QuantLib, a free-software/open-source library
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 for financial quantitative analysts and developers - http://quantlib.org/
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 QuantLib is free software: you can redistribute it and/or modify it
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 under the terms of the QuantLib license.  You should have received a
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 copy of the license along with this program; if not, please email
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 <quantlib-dev@lists.sf.net>. The license is also available online at
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 <http://quantlib.org/license.shtml>.
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 This program is distributed in the hope that it will be useful, but WITHOUT
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 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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 FOR A PARTICULAR PURPOSE.  See the license for more details.
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*/
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/*! \file uniformgridmesher.hpp
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    \brief uniform grid mesher
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*/
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#ifndef quantlib_uniform_grid_mesher_hpp
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#define quantlib_uniform_grid_mesher_hpp
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#include <ql/methods/finitedifferences/meshers/fdmmesher.hpp>
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#include <ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp>
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#include <memory>
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namespace QuantLib {
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    class UniformGridMesher : public FdmMesher {
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      public:
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        UniformGridMesher(
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            const ext::shared_ptr<FdmLinearOpLayout> & index,
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            const std::vector<std::pair<Real, Real> > & boundaries);
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        Real dplus(const FdmLinearOpIterator&, Size direction) const override {
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            return dx_[direction];
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        }
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        Real dminus(const FdmLinearOpIterator&, Size direction) const override {
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            return dx_[direction];
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        }
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        Real location(const FdmLinearOpIterator& iter, Size direction) const override {
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            return locations_[direction][iter.coordinates()[direction]];
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        }
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        Array locations(Size direction) const override;
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      private:
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        std::unique_ptr<Real[]> dx_;
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        std::vector<std::vector<Real> > locations_;
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    };
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}
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#endif