com.opengamma.analytics.financial.model.finitedifference.ChebyshevMeshing.java Source code

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Here is the source code for com.opengamma.analytics.financial.model.finitedifference.ChebyshevMeshing.java

Source

/**
 * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.model.finitedifference;

import org.apache.commons.lang.Validate;

/**
 * 
 */
public class ChebyshevMeshing extends MeshingFunction {

    private final double _a;
    private final double _r;
    private final int _n;

    /**
     * @param lowerBound The lower bound
     * @param upperBound The upper bound
     * @param nPoints The number of points
     */
    public ChebyshevMeshing(final double lowerBound, final double upperBound, final int nPoints) {
        super(nPoints);
        Validate.isTrue(upperBound > lowerBound, "need upperBound>lowerBound");
        _a = lowerBound;
        _r = (upperBound - lowerBound) / 2;
        _n = nPoints - 1;
    }

    @Override
    public Double evaluate(final Integer i) {
        Validate.isTrue(i >= 0 && i < getNumberOfPoints(), "i out of range");
        return _a + _r * (1 - Math.cos(i * Math.PI / _n));
    }

}