meshers Directory Reference

Files

file  concentrating1dmesher.hpp
 One-dimensional grid mesher concentrating around critical points.
 
file  exponentialjump1dmesher.hpp
 mesher for a exponential jump mesher with high mean reversion rate and low jump intensity
 
file  fdm1dmesher.hpp
 One-dimensional simple FDM mesher object working on an index.
 
file  fdmblackscholesmesher.hpp
 1-d mesher for the Black-Scholes process (in ln(S))
 
file  fdmblackscholesmultistrikemesher.hpp
 1-d mesher for the Black-Scholes process (in ln(S))
 
file  fdmhestonvariancemesher.hpp
 One-dimensional grid mesher for the variance in the heston problem.
 
file  fdmmesher.hpp
 mesher for a fdm grid
 
file  fdmmeshercomposite.hpp
 FdmMesher which is a composite of Fdm1dMesher.
 
file  fdmsimpleprocess1dmesher.hpp
 One-dimensional grid mesher.
 
file  predefined1dmesher.hpp
 One-dimensional mesher build from a given set of points.
 
file  uniform1dmesher.hpp
 One-dimensional simple uniform grid mesher.
 
file  uniformgridmesher.hpp
 uniform grid mesher