Coverage Report

Created: 2025-11-04 06:12

next uncovered line (L), next uncovered region (R), next uncovered branch (B)
/src/quantlib/ql/methods/finitedifferences/meshers/uniformgridmesher.cpp
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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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 <https://www.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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#include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp>
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#include <ql/methods/finitedifferences/meshers/uniformgridmesher.hpp>
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namespace QuantLib {
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    UniformGridMesher::UniformGridMesher(
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        const ext::shared_ptr<FdmLinearOpLayout> & layout,
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        const std::vector<std::pair<Real, Real> > & boundaries)
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    : FdmMesher (layout),
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      dx_       (new Real[layout->dim().size()]),
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      locations_(layout->dim().size()) {
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        QL_REQUIRE(boundaries.size() == layout->dim().size(),
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                   "inconsistent boundaries given");
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        for (Size i=0; i < layout->dim().size(); ++i) {
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            dx_[i] = (boundaries[i].second - boundaries[i].first)
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                / (layout->dim()[i]-1);
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            locations_[i] = std::vector<Real>(layout->dim()[i]);
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            for (Size j=0; j < layout->dim()[i]; ++j) {
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                locations_[i][j] = boundaries[i].first + j*dx_[i];
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            }
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        }
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    }
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    Array UniformGridMesher::locations(Size d) const {
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        Array retVal(layout_->size());
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        for (const auto& iter : *layout_) {
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            retVal[iter.index()] = locations_[d][iter.coordinates()[d]];
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        }
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        return retVal;
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    }
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}