/src/quantlib/ql/methods/finitedifferences/stepconditions/fdmsnapshotcondition.cpp
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) 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 | | <https://www.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 | | #include <ql/methods/finitedifferences/stepconditions/fdmsnapshotcondition.hpp> |
23 | | |
24 | | namespace QuantLib { |
25 | | |
26 | | FdmSnapshotCondition::FdmSnapshotCondition(Time t) |
27 | 0 | : t_(t) { |
28 | 0 | } |
29 | | |
30 | | |
31 | 0 | void FdmSnapshotCondition::applyTo(Array& a, Time t) const { |
32 | 0 | if (t == t_) |
33 | 0 | values_ = a; |
34 | 0 | } |
35 | | |
36 | | |
37 | 0 | Time FdmSnapshotCondition::getTime() const { |
38 | 0 | return t_; |
39 | 0 | } |
40 | | |
41 | | |
42 | 0 | const Array& FdmSnapshotCondition::getValues() const { |
43 | 0 | return values_; |
44 | 0 | } |
45 | | |
46 | | } |