/src/quantlib/ql/methods/finitedifferences/operators/modtriplebandlinearop.hpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2013 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 | | <https://www.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 | | /*! \file modtriplebandlinearop.hpp |
21 | | \brief modifiable triple band linear operator |
22 | | */ |
23 | | |
24 | | #ifndef quantlib_mod_triple_band_linear_op_hpp |
25 | | #define quantlib_mod_triple_band_linear_op_hpp |
26 | | |
27 | | #include <ql/methods/finitedifferences/meshers/fdmmesher.hpp> |
28 | | #include <ql/methods/finitedifferences/operators/triplebandlinearop.hpp> |
29 | | |
30 | | namespace QuantLib { |
31 | | |
32 | | class ModTripleBandLinearOp : public TripleBandLinearOp { |
33 | | public: |
34 | | ModTripleBandLinearOp(Size direction, |
35 | | const ext::shared_ptr<FdmMesher>& mesher) |
36 | 0 | : TripleBandLinearOp(direction, mesher) { } |
37 | | |
38 | | explicit ModTripleBandLinearOp(const TripleBandLinearOp& m) |
39 | 0 | : TripleBandLinearOp(m) { } |
40 | | |
41 | 0 | Real lower(Size i) const { return lower_[i]; } |
42 | 0 | Real& lower(Size i) { return lower_[i]; } |
43 | 0 | Real diag(Size i) const { return diag_[i]; } |
44 | 0 | Real& diag(Size i) { return diag_[i]; } |
45 | 0 | Real upper(Size i) const { return upper_[i]; } |
46 | 0 | Real& upper(Size i) { return upper_[i]; } |
47 | | }; |
48 | | } |
49 | | |
50 | | #endif |