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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>

Go to the source code of this file.


namespace  QuantLib


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


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

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