grid_utils.cpp File Reference

#include "quant/grid_utils.hpp"
#include <algorithm>
#include <cmath>
#include <stdexcept>

Include dependency graph for grid_utils.cpp:

Namespaces
namespace	quant
	Barrier option primitives and configuration.
namespace	quant::grid_utils

Functions
void	quant::grid_utils::assemble_operator (const SpaceGrid &grid, const DiffusionCoefficients &coeffs, double dt, double theta, const std::vector< double > &v_curr, OperatorWorkspace &op)
SpaceGrid	quant::grid_utils::build_space_grid (const StretchedGridParams &params)
double	quant::grid_utils::dirichlet_boundary (const PayoffBoundaryParams &params, double spot, bool is_lower)
double	quant::grid_utils::stretch_map (double xi, double anchor, double stretch)