/src/quantlib/ql/methods/finitedifferences/utilities/fdmindicesonboundary.cpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2008 Andreas Gaida |
5 | | Copyright (C) 2008 Ralph Schreyer |
6 | | Copyright (C) 2008 Klaus Spanderen |
7 | | |
8 | | This file is part of QuantLib, a free-software/open-source library |
9 | | for financial quantitative analysts and developers - http://quantlib.org/ |
10 | | |
11 | | QuantLib is free software: you can redistribute it and/or modify it |
12 | | under the terms of the QuantLib license. You should have received a |
13 | | copy of the license along with this program; if not, please email |
14 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
15 | | <http://quantlib.org/license.shtml>. |
16 | | |
17 | | This program is distributed in the hope that it will be useful, but WITHOUT |
18 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
19 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
20 | | */ |
21 | | |
22 | | |
23 | | #include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp> |
24 | | #include <ql/methods/finitedifferences/utilities/fdmindicesonboundary.hpp> |
25 | | |
26 | | namespace QuantLib { |
27 | | FdmIndicesOnBoundary::FdmIndicesOnBoundary( |
28 | | const ext::shared_ptr<FdmLinearOpLayout>& layout, |
29 | 0 | Size direction, FdmDirichletBoundary::Side side) { |
30 | |
|
31 | 0 | std::vector<Size> newDim(layout->dim()); |
32 | 0 | newDim[direction] = 1; |
33 | 0 | const Size hyperSize |
34 | 0 | = std::accumulate(newDim.begin(), newDim.end(), Size(1), std::multiplies<>()); |
35 | 0 | indices_.resize(hyperSize); |
36 | |
|
37 | 0 | Size i=0; |
38 | 0 | for (const auto& iter : *layout) { |
39 | 0 | if ( ( side == FdmDirichletBoundary::Lower |
40 | 0 | && iter.coordinates()[direction] == 0) |
41 | 0 | || ( side == FdmDirichletBoundary::Upper |
42 | 0 | && iter.coordinates()[direction] |
43 | 0 | == layout->dim()[direction]-1)) { |
44 | 0 | QL_REQUIRE(hyperSize > i, "index missmatch"); |
45 | 0 | indices_[i++] = iter.index(); |
46 | 0 | } |
47 | 0 | } |
48 | | |
49 | |
|
50 | 0 | } |
51 | | |
52 | 0 | const std::vector<Size>& FdmIndicesOnBoundary::getIndices() const { |
53 | 0 | return indices_; |
54 | 0 | } |
55 | | } |