/src/quantlib/ql/methods/finitedifferences/meshers/uniformgridmesher.cpp
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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 | | #include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp> |
23 | | #include <ql/methods/finitedifferences/meshers/uniformgridmesher.hpp> |
24 | | |
25 | | namespace QuantLib { |
26 | | |
27 | | UniformGridMesher::UniformGridMesher( |
28 | | const ext::shared_ptr<FdmLinearOpLayout> & layout, |
29 | | const std::vector<std::pair<Real, Real> > & boundaries) |
30 | 0 | : FdmMesher (layout), |
31 | 0 | dx_ (new Real[layout->dim().size()]), |
32 | 0 | locations_(layout->dim().size()) { |
33 | |
|
34 | 0 | QL_REQUIRE(boundaries.size() == layout->dim().size(), |
35 | 0 | "inconsistent boundaries given"); |
36 | | |
37 | 0 | for (Size i=0; i < layout->dim().size(); ++i) { |
38 | 0 | dx_[i] = (boundaries[i].second - boundaries[i].first) |
39 | 0 | / (layout->dim()[i]-1); |
40 | |
|
41 | 0 | locations_[i] = std::vector<Real>(layout->dim()[i]); |
42 | 0 | for (Size j=0; j < layout->dim()[i]; ++j) { |
43 | 0 | locations_[i][j] = boundaries[i].first + j*dx_[i]; |
44 | 0 | } |
45 | 0 | } |
46 | 0 | } |
47 | | |
48 | 0 | Array UniformGridMesher::locations(Size d) const { |
49 | 0 | Array retVal(layout_->size()); |
50 | |
|
51 | 0 | for (const auto& iter : *layout_) { |
52 | 0 | retVal[iter.index()] = locations_[d][iter.coordinates()[d]]; |
53 | 0 | } |
54 | |
|
55 | 0 | return retVal; |
56 | 0 | } |
57 | | } |