/* -*- 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