/usr/include/ql/experimental/finitedifferences/fdm1dmesher.hpp is in libquantlib0-dev 1.1-2build1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2008 Andreas Gaida
Copyright (C) 2008 Ralph Schreyer
Copyright (C) 2008 Klaus Spanderen
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file fdm1dmesher.hpp
\brief One-dimensional simple FDM mesher object working on an index
*/
#ifndef quantlib_fdm_1d_mesher_hpp
#define quantlib_fdm_1d_mesher_hpp
#include <ql/types.hpp>
#include <vector>
namespace QuantLib {
class Fdm1dMesher {
public:
Fdm1dMesher(Size size)
: locations_(size), dplus_(size), dminus_(size) {}
Real dplus(Size index) const {return dplus_[index];}
Real dminus(Size index) const {return dminus_[index];}
Real location(Size index) const {return locations_[index];}
const std::vector<Real>& locations() const {return locations_;}
protected:
std::vector<Real> locations_;
std::vector<Real> dplus_, dminus_;
};
}
#endif
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