/src/quantlib/ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp
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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 | | <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 | | |
23 | | /*! \file fdmdirichletboundary.hpp |
24 | | \brief Dirichlet boundary conditions for differential operators |
25 | | */ |
26 | | |
27 | | #ifndef quantlib_fdm_dirichlet_boundary_hpp |
28 | | #define quantlib_fdm_dirichlet_boundary_hpp |
29 | | |
30 | | #include <ql/methods/finitedifferences/boundarycondition.hpp> |
31 | | #include <ql/methods/finitedifferences/operators/fdmlinearop.hpp> |
32 | | |
33 | | namespace QuantLib { |
34 | | |
35 | | class FdmMesher; |
36 | | class FdmLinearOpLayout; |
37 | | |
38 | | class FdmDirichletBoundary : public BoundaryCondition<FdmLinearOp> { |
39 | | public: |
40 | | // types and enumerations |
41 | | typedef FdmLinearOp operator_type; |
42 | | typedef FdmLinearOp::array_type array_type; |
43 | | typedef BoundaryCondition<FdmLinearOp>::Side Side; |
44 | | |
45 | | FdmDirichletBoundary(const ext::shared_ptr<FdmMesher>& mesher, |
46 | | Real valueOnBoundary, Size direction, Side side); |
47 | | |
48 | | void applyBeforeApplying(operator_type&) const override; |
49 | | void applyBeforeSolving(operator_type&, array_type&) const override; |
50 | | void applyAfterApplying(array_type&) const override; |
51 | | void applyAfterSolving(array_type&) const override; |
52 | 0 | void setTime(Time) override {} |
53 | | |
54 | | Real applyAfterApplying(Real x, Real value) const; |
55 | | |
56 | | private: |
57 | | const Side side_; |
58 | | const Real valueOnBoundary_; |
59 | | const std::vector<Size> indices_; |
60 | | |
61 | | Real xExtreme_; |
62 | | }; |
63 | | } |
64 | | |
65 | | #endif |