ql/grid.hpp File Reference


Detailed Description

Grid classes with useful constructors for trees and finite diffs.

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

Include dependency graph for grid.hpp:


Namespaces

namespace  QuantLib

Functions

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

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