1 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2 
3 /*
4  Copyright (C) 2009 Ralph Schreyer
5  Copyright (C) 2014 Johannes Göttker-Schnetmann
6  Copyright (C) 2014 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  <http://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 concentrating1dmesher.hpp
23     \brief One-dimensional grid mesher concentrating around critical points
24 */
25 
26 #ifndef quantlib_concentrating_1d_mesher_hpp
27 #define quantlib_concentrating_1d_mesher_hpp
28 
29 #include <ql/methods/finitedifferences/meshers/fdm1dmesher.hpp>
30 #include <ql/utilities/null.hpp>
31 
32 #include <ql/tuple.hpp>
33 
34 #include <utility>
35 #include <vector>
36 
37 namespace QuantLib {
38 
39     class Concentrating1dMesher : public Fdm1dMesher {
40       public:
41         Concentrating1dMesher(Real start,
42                               Real end,
43                               Size size,
44                               const std::pair<Real, Real>& cPoints =
45                                   (std::pair<Real, Real>(Null<Real>(), Null<Real>())),
46                               bool requireCPoint = false);
47 
48         Concentrating1dMesher(
49             Real start, Real end, Size size,
50             const std::vector<ext::tuple<Real, Real, bool> >& cPoints,
51             Real tol = 1e-8);
52     };
53 }
54 
55 #endif
56