QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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TransformedGrid Class Reference

#include <ql/math/transformedgrid.hpp>

Inheritance diagram for TransformedGrid:

Public Member Functions

 TransformedGrid (const Array &grid)
template<class T>
 TransformedGrid (const Array &grid, T func)
const ArraygridArray () const
const ArraytransformedGridArray () const
const ArraydxmArray () const
const ArraydxpArray () const
const ArraydxArray () const
Real grid (Size i) const
Real transformedGrid (Size i) const
Real dxm (Size i) const
Real dxp (Size i) const
Real dx (Size i) const
Size size () const

Protected Attributes

Array grid_
Array transformedGrid_
Array dxm_
Array dxp_
Array dx_

Detailed Description

Deprecated
Part of the old FD framework; copy this function in your codebase if needed. Deprecated in version 1.37.