/src/quantlib/ql/methods/finitedifferences/meshers/uniform1dmesher.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 uniform1dmesher.hpp |
23 | | \brief One-dimensional simple uniform grid mesher |
24 | | */ |
25 | | |
26 | | #ifndef quantlib_fdm_uniform_1d_mesher_hpp |
27 | | #define quantlib_fdm_uniform_1d_mesher_hpp |
28 | | |
29 | | #include <ql/methods/finitedifferences/meshers/fdm1dmesher.hpp> |
30 | | #include <ql/errors.hpp> |
31 | | #include <ql/utilities/null.hpp> |
32 | | |
33 | | namespace QuantLib { |
34 | | |
35 | | class Uniform1dMesher : public Fdm1dMesher { |
36 | | public: |
37 | | Uniform1dMesher(Real start, Real end, Size size) |
38 | 0 | : Fdm1dMesher(size) { |
39 | 0 | QL_REQUIRE(end > start, "end must be larger than start"); |
40 | | |
41 | 0 | const Real dx = (end-start)/(size-1); |
42 | |
|
43 | 0 | for (Size i=0; i < size-1; ++i) { |
44 | 0 | locations_[i] = start + i*dx; |
45 | 0 | dplus_[i] = dminus_[i+1] = dx; |
46 | 0 | } |
47 | |
|
48 | 0 | locations_.back() = end; |
49 | 0 | dplus_.back() = dminus_.front() = Null<Real>(); |
50 | 0 | } |
51 | | }; |
52 | | } |
53 | | |
54 | | #endif |