Logo Search packages:      
Sourcecode: quantlib version File versions  Download package


Go to the documentation of this file.
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2009 Ralph Schreyer

 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

 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 concentrating1dmesher.hpp
    \brief One-dimensional grid mesher concentrating around critical points

#ifndef quantlib_concentrating_1d_mesher_hpp
#define quantlib_concentrating_1d_mesher_hpp

#include <ql/experimental/finitedifferences/fdm1dmesher.hpp>
#include <ql/utilities/null.hpp>
#include <utility>

namespace QuantLib {

    class Concentrating1dMesher : public Fdm1dMesher {
            Real start, Real end, Size size,
            const std::pair<Real, Real>& cPoints
                     = (std::pair<double, double>(Null<Real>(), Null<Real>())));


Generated by  Doxygen 1.6.0   Back to index