/*
Copyright (C) 2007 Dominik Holenstein
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003, 2004, 2005, 2006 StatPro Italia srl
Copyright (C) 2004 Ferdinando Ametrano
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
package org.jquantlib.math;
import org.jquantlib.math.matrixutilities.Array;
/**
* @author Dominik Holenstein
*/
// TODO: code review :: license, class comments, comments for access modifiers, comments for @Override
// TODO: remove statics
public final class Grid {
private Grid() {
// avoid creation of this class
}
final static public Array CenteredGrid(double center, double dx, int steps) {
final Array result = new Array(steps + 1);
for (int i = 0; i < steps + 1; i++) {
result.set(i, center + (i - steps / 2.0) * dx);
}
return result;
}
final static public Array BoundedGrid(double xMin, double xMax, int steps) {
final Array result = new Array(steps + 1);
final double dx = (xMax - xMin) / steps;
double x = xMin;
for (int i = 0; i < steps + 1; i++, x += dx) {
result.set(i, x);
}
return result;
}
final static public Array BoundedLogGrid(double xMin, double xMax, int steps) {
final Array result = new Array(steps + 1);
final double gridLogSpacing = (Math.log(xMax) - Math.log(xMin)) / (steps);
final double edx = Math.exp(gridLogSpacing);
result.set(0, xMin);
for (int j = 1; j < steps + 1; j++) {
result.set(j, result.get(j - 1) * edx);
}
return result;
}
}
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