/src/quantlib/ql/methods/finitedifferences/meshers/fdm1dmesher.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 fdm1dmesher.hpp |
23 | | \brief One-dimensional simple FDM mesher object working on an index |
24 | | */ |
25 | | |
26 | | #ifndef quantlib_fdm_1d_mesher_hpp |
27 | | #define quantlib_fdm_1d_mesher_hpp |
28 | | |
29 | | #include <ql/types.hpp> |
30 | | #include <vector> |
31 | | |
32 | | namespace QuantLib { |
33 | | |
34 | | class Fdm1dMesher { |
35 | | public: |
36 | | explicit Fdm1dMesher(Size size) |
37 | 0 | : locations_(size), dplus_(size), dminus_(size) {} |
38 | 0 | virtual ~Fdm1dMesher() = default; |
39 | | |
40 | 0 | Size size() const { return locations_.size(); } |
41 | 0 | Real dplus(Size index) const {return dplus_[index];} |
42 | 0 | Real dminus(Size index) const {return dminus_[index];} |
43 | 0 | Real location(Size index) const {return locations_[index];} |
44 | 0 | const std::vector<Real>& locations() const {return locations_;} |
45 | | |
46 | | protected: |
47 | | std::vector<Real> locations_; |
48 | | std::vector<Real> dplus_, dminus_; |
49 | | }; |
50 | | } |
51 | | |
52 | | #endif |