Coverage Report

Created: 2025-08-11 06:28

/src/quantlib/ql/methods/finitedifferences/schemes/boundaryconditionschemehelper.hpp
Line
Count
Source (jump to first uncovered line)
1
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3
/*
4
 Copyright (C) 2012 Klaus Spanderen
5
6
 This file is part of QuantLib, a free-software/open-source library
7
 for financial quantitative analysts and developers - http://quantlib.org/
8
9
 QuantLib is free software: you can redistribute it and/or modify it
10
 under the terms of the QuantLib license.  You should have received a
11
 copy of the license along with this program; if not, please email
12
 <quantlib-dev@lists.sf.net>. The license is also available online at
13
 <http://quantlib.org/license.shtml>.
14
15
 This program is distributed in the hope that it will be useful, but WITHOUT
16
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17
 FOR A PARTICULAR PURPOSE.  See the license for more details.
18
*/
19
20
21
/*! \file boundaryconditionschemehelper.hpp
22
*/
23
24
#ifndef quantlib_boundary_condition_scheme_helper_hpp
25
#define quantlib_boundary_condition_scheme_helper_hpp
26
27
#include <ql/methods/finitedifferences/utilities/fdmboundaryconditionset.hpp>
28
#include <utility>
29
30
namespace QuantLib {
31
32
    class BoundaryConditionSchemeHelper {
33
      public:
34
        typedef OperatorTraits<FdmLinearOp>::array_type array_type;
35
        typedef OperatorTraits<FdmLinearOp>::operator_type operator_type;
36
37
        explicit BoundaryConditionSchemeHelper(OperatorTraits<FdmLinearOp>::bc_set bcSet)
38
0
        : bcSet_(std::move(bcSet)) {}
39
40
0
        void applyBeforeApplying(operator_type& op) const {
41
0
            for (const auto& i : bcSet_)
42
0
                i->applyBeforeApplying(op);
43
0
        }
44
0
        void applyBeforeSolving(operator_type& op, array_type& a) const {
45
0
            for (const auto& i : bcSet_)
46
0
                i->applyBeforeSolving(op, a);
47
0
        }
48
0
        void applyAfterApplying(array_type& a) const {
49
0
            for (const auto& i : bcSet_)
50
0
                i->applyAfterApplying(a);
51
0
        }
52
0
        void applyAfterSolving(array_type& a) const {
53
0
            for (const auto& i : bcSet_)
54
0
                i->applyAfterSolving(a);
55
0
        }
56
0
        void setTime(Time t) const {
57
0
            for (const auto& i : bcSet_)
58
0
                i->setTime(t);
59
0
        }
60
61
      private:
62
        BoundaryConditionSchemeHelper() = default;
63
        OperatorTraits<FdmLinearOp>::bc_set bcSet_;
64
    };
65
66
}
67
68
#endif