/*
Copyright (C) 2008 Srinivas Hasti
This source code is release under the BSD License.
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 JQuantLib 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.
*/
package org.jquantlib.math;
import org.jquantlib.math.matrixutilities.Array;
/**
*
* @author Srinivas Hasti
*
*/
// TODO: code review :: license, class comments, comments for access modifiers, comments for @Override
public class TransformedGrid {
protected Array grid;
protected Array transformedGrid;
protected Array dxm;
protected Array dxp;
protected Array dx;
public TransformedGrid(final Array grid) {
// TODO: code review :: use of clone()
this.grid = grid;
this.transformedGrid = grid.clone();
this.dxm = new Array(grid.size());
this.dxp = new Array(grid.size());
this.dx = new Array(grid.size());
for (int i = 1; i < transformedGrid.size() - 1; i++) {
dxm.set(i, transformedGrid.get(i) - transformedGrid.get(i - 1));
dxp.set(i, transformedGrid.get(i + 1) - transformedGrid.get(i));
dx.set(i, dxm.get(i) + dxp.get(i));
}
}
public TransformedGrid(final Array grid, final Ops.DoubleOp f) {
// TODO: code review :: use of clone()
this.grid = grid;
this.transformedGrid = grid.clone().transform(f);
this.dxm = new Array(grid.size());
this.dxp = new Array(grid.size());
this.dx = new Array(grid.size());
for (int i = 1; i < transformedGrid.size() - 1; i++) {
dxm.set(i, transformedGrid.get(i) - transformedGrid.get(i - 1));
dxp.set(i, transformedGrid.get(i + 1) - transformedGrid.get(i));
dx.set(i, dxm.get(i) + dxp.get(i));
}
}
public Array gridArray() {
return grid;
}
public Array transformedGridArray() {
return transformedGrid;
}
public Array dxmArray() {
return dxm;
}
public Array dxpArray() {
return dxp;
}
public Array dxArray() {
return dx;
}
public double grid(final int i) {
return grid.get(i);
}
public double transformedGrid(final int i) {
return transformedGrid.get(i);
}
public double dxm(final int i) {
return dxm.get(i);
}
public double dxp(final int i) {
return dxp.get(i);
}
public double dx(final int i) {
return dx.get(i);
}
public int size() {
return grid.size();
}
}
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