/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 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

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <http://quantlib.org/license.shtml>.

 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.

*/

/*! \file boundarycondition.hpp

    \brief boundary conditions for differential operators

*/

#ifndef quantlib_boundary_condition_hpp

#define quantlib_boundary_condition_hpp

#include <ql/utilities/null.hpp>

#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>

namespace QuantLib {

    //! Abstract boundary condition class for finite difference problems

    /*! \ingroup findiff */

    template <class Operator>

    class BoundaryCondition {

      public:

        // types and enumerations

        typedef Operator operator_type;

        typedef typename Operator::array_type array_type;

        //! \todo Generalize for n-dimensional conditions

        enum Side { None, Upper, Lower };

        // destructor

        virtual ~BoundaryCondition() = default;

Unexecuted instantiation: QuantLib::BoundaryCondition<QuantLib::TridiagonalOperator>::~BoundaryCondition()

Unexecuted instantiation: QuantLib::BoundaryCondition<QuantLib::FdmLinearOp>::~BoundaryCondition()

        // interface

        /*! This method modifies an operator \f$ L \f$ before it is

            applied to an array \f$ u \f$ so that \f$ v = Lu \f$ will

            satisfy the given condition. */

        virtual void applyBeforeApplying(operator_type&) const = 0;

        /*! This method modifies an array \f$ u \f$ so that it satisfies

            the given condition. */

        virtual void applyAfterApplying(array_type&) const = 0;

        /*! This method modifies an operator \f$ L \f$ before the linear

            system \f$ Lu' = u \f$ is solved so that \f$ u' \f$ will

            satisfy the given condition. */

        virtual void applyBeforeSolving(operator_type&,

                                        array_type& rhs) const = 0;

        /*! This method modifies an array \f$ u \f$ so that it satisfies

            the given condition. */

        virtual void applyAfterSolving(array_type&) const = 0;

        /*! This method sets the current time for time-dependent

            boundary conditions. */

        virtual void setTime(Time t) = 0;

    };

    // Time-independent boundary conditions for tridiagonal operators

    //! Neumann boundary condition (i.e., constant derivative)

    /*! \warning The value passed must not be the value of the derivative.

                 Instead, it must be comprehensive of the grid step

                 between the first two points--i.e., it must be the

                 difference between f[0] and f[1].

        \todo generalize to time-dependent conditions.

        \ingroup findiff

    */

    class NeumannBC : public BoundaryCondition<TridiagonalOperator> {

      public:

        NeumannBC(Real value, Side side);

        // interface

        void applyBeforeApplying(TridiagonalOperator&) const override;

        void applyAfterApplying(Array&) const override;

        void applyBeforeSolving(TridiagonalOperator&, Array& rhs) const override;

        void applyAfterSolving(Array&) const override;

        void setTime(Time) override {}

      private:

        Real value_;

        Side side_;

    };

    //! Dirichlet boundary condition (i.e., constant value)

    /*! \todo generalize to time-dependent conditions.

        \ingroup findiff

    */

    class DirichletBC : public BoundaryCondition<TridiagonalOperator> {

      public:

        DirichletBC(Real value, Side side);

        // interface

        void applyBeforeApplying(TridiagonalOperator&) const override;

        void applyAfterApplying(Array&) const override;

        void applyBeforeSolving(TridiagonalOperator&, Array& rhs) const override;

        void applyAfterSolving(Array&) const override;

        void setTime(Time) override {}

      private:

        Real value_;

        Side side_;

    };

}

#endif