Coverage Report

Created: 2025-10-14 06:32

next uncovered line (L), next uncovered region (R), next uncovered branch (B)
/src/quantlib/ql/methods/finitedifferences/utilities/fdmdirichletboundary.cpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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 Copyright (C) 2008 Andreas Gaida
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 Copyright (C) 2008 Ralph Schreyer
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 Copyright (C) 2008 Klaus Spanderen
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 This file is part of QuantLib, a free-software/open-source library
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 for financial quantitative analysts and developers - http://quantlib.org/
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 QuantLib is free software: you can redistribute it and/or modify it
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 under the terms of the QuantLib license.  You should have received a
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 copy of the license along with this program; if not, please email
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 <quantlib-dev@lists.sf.net>. The license is also available online at
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 <https://www.quantlib.org/license.shtml>.
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 This program is distributed in the hope that it will be useful, but WITHOUT
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 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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 FOR A PARTICULAR PURPOSE.  See the license for more details.
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*/
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#include <ql/methods/finitedifferences/meshers/fdmmesher.hpp>
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#include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp>
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#include <ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp>
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#include <ql/methods/finitedifferences/utilities/fdmindicesonboundary.hpp>
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namespace QuantLib {
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    FdmDirichletBoundary::FdmDirichletBoundary(
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                            const ext::shared_ptr<FdmMesher>& mesher,
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                            Real valueOnBoundary, Size direction,
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                            FdmDirichletBoundary::Side side)
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0
    : side_(side),
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      valueOnBoundary_(valueOnBoundary),
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      indices_(FdmIndicesOnBoundary(mesher->layout(),
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                                    direction, side).getIndices()) {
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        if (side_ == Lower) {
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            xExtreme_ = mesher->locations(direction)[0];
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        }
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        else if (side_ == Upper) {
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            xExtreme_ = mesher
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                ->locations(direction)[mesher->layout()->dim()[direction]-1];
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        }
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        else {
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            QL_FAIL("internal error");
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        }
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    }
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    void FdmDirichletBoundary::applyBeforeApplying(operator_type&) const {
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    }
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    void FdmDirichletBoundary::applyAfterApplying(Array& x) const {
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        for (unsigned long indice : indices_) {
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            x[indice] = valueOnBoundary_;
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        }
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    }
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    void FdmDirichletBoundary::applyBeforeSolving(operator_type&,
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                                                  array_type&) const {
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    }
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    void FdmDirichletBoundary::applyAfterSolving(Array& rhs) const {
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        this->applyAfterApplying(rhs);
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    }
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    Real FdmDirichletBoundary::applyAfterApplying(Real x, Real value) const {
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        return (   (side_ == Lower && x < xExtreme_) 
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                || (side_ == Upper && x > xExtreme_)) ? valueOnBoundary_ : value;
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    }
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}