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Sourcecode: quantlib version File versions

grid.hpp File Reference


Detailed Description

Grid classes with useful constructors for trees and finite diffs.

Definition in file grid.hpp.

#include <ql/Math/array.hpp>
#include <ql/Math/comparison.hpp>
#include <vector>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::TimeGrid
 time grid class More...

Functions

Disposable< Array > QuantLib::BoundedGrid (Real xMin, Real xMax, Size steps)
Disposable< Array > QuantLib::CenteredGrid (Real center, Real dx, Size steps)


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