/src/quantlib/ql/methods/finitedifferences/meshers/fdmmesher.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2008 Andreas Gaida |
5 | | Copyright (C) 2008 Ralph Schreyer |
6 | | Copyright (C) 2008 Klaus Spanderen |
7 | | |
8 | | This file is part of QuantLib, a free-software/open-source library |
9 | | for financial quantitative analysts and developers - http://quantlib.org/ |
10 | | |
11 | | QuantLib is free software: you can redistribute it and/or modify it |
12 | | under the terms of the QuantLib license. You should have received a |
13 | | copy of the license along with this program; if not, please email |
14 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
15 | | <https://www.quantlib.org/license.shtml>. |
16 | | |
17 | | This program is distributed in the hope that it will be useful, but WITHOUT |
18 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
19 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
20 | | */ |
21 | | |
22 | | /*! \file fdmmesher.hpp |
23 | | \brief mesher for a fdm grid |
24 | | */ |
25 | | #ifndef quantlib_fdm_mesher_hpp |
26 | | #define quantlib_fdm_mesher_hpp |
27 | | |
28 | | #include <ql/math/array.hpp> |
29 | | #include <ql/shared_ptr.hpp> |
30 | | #include <utility> |
31 | | #include <vector> |
32 | | |
33 | | namespace QuantLib { |
34 | | class FdmLinearOpLayout; |
35 | | class FdmLinearOpIterator; |
36 | | |
37 | | class FdmMesher { |
38 | | public: |
39 | | explicit FdmMesher(ext::shared_ptr<FdmLinearOpLayout> layout) |
40 | 0 | : layout_(std::move(layout)) {} |
41 | 0 | virtual ~FdmMesher() = default; |
42 | | |
43 | | virtual Real dplus(const FdmLinearOpIterator& iter, |
44 | | Size direction) const = 0; |
45 | | virtual Real dminus(const FdmLinearOpIterator& iter, |
46 | | Size direction) const = 0; |
47 | | virtual Real location(const FdmLinearOpIterator& iter , |
48 | | Size direction) const = 0; |
49 | | virtual Array locations(Size direction) const = 0; |
50 | | |
51 | 0 | const ext::shared_ptr<FdmLinearOpLayout>& layout() const { |
52 | 0 | return layout_; |
53 | 0 | } |
54 | | |
55 | | protected: |
56 | | const ext::shared_ptr<FdmLinearOpLayout> layout_; |
57 | | }; |
58 | | } |
59 | | |
60 | | #endif |