Coverage Report

Created: 2025-12-08 06:13

next uncovered line (L), next uncovered region (R), next uncovered branch (B)
/src/quantlib/ql/methods/finitedifferences/meshers/uniform1dmesher.hpp
Line
Count
Source
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