quant-pricer-cpp
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quant::pde::GridSpec Struct Reference

Grid specification for PDE solver. More...

#include <pde.hpp>

Public Attributes

int num_space
 
int num_time
 
double s_max_mult
 
double stretch {0.0}
 

Detailed Description

Grid specification for PDE solver.

Member Data Documentation

◆ num_space

int quant::pde::GridSpec::num_space

◆ num_time

int quant::pde::GridSpec::num_time

◆ s_max_mult

double quant::pde::GridSpec::s_max_mult

◆ stretch

double quant::pde::GridSpec::stretch {0.0}

The documentation for this struct was generated from the following file: