Coverage Report

Created: 2025-12-08 06:13

next uncovered line (L), next uncovered region (R), next uncovered branch (B)
/src/quantlib/ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.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) 2012 Peter Caspers
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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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/*! \file fdmtimedepdirichletboundary.cpp
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*/
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#include <ql/methods/finitedifferences/meshers/fdmmesher.hpp>
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#include <ql/methods/finitedifferences/operators/fdmlinearop.hpp>
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#include <ql/methods/finitedifferences/utilities/fdmindicesonboundary.hpp>
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#include <ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.hpp>
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#include <algorithm>
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#include <utility>
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namespace QuantLib {
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    FdmTimeDepDirichletBoundary::FdmTimeDepDirichletBoundary(
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        const ext::shared_ptr<FdmMesher>& mesher,
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        std::function<Real(Real)> valueOnBoundary,
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        Size direction,
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        Side side)
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    : indices_(FdmIndicesOnBoundary(mesher->layout(), direction, side).getIndices()),
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      valueOnBoundary_(std::move(valueOnBoundary)), values_(indices_.size()) {}
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    FdmTimeDepDirichletBoundary::FdmTimeDepDirichletBoundary(
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        const ext::shared_ptr<FdmMesher>& mesher,
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        std::function<Array(Real)> valuesOnBoundary,
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        Size direction,
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        Side side)
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    : indices_(FdmIndicesOnBoundary(mesher->layout(), direction, side).getIndices()),
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      valuesOnBoundary_(std::move(valuesOnBoundary)), values_(indices_.size()) {}
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    void FdmTimeDepDirichletBoundary::setTime(Time t) {
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        if (valueOnBoundary_) {
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            std::fill(values_.begin(), values_.end(), valueOnBoundary_(t));
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        } else if (valuesOnBoundary_) {
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            values_ = valuesOnBoundary_(t);
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        } else {
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            QL_FAIL("no boundary values defined");
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        }
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    }
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    void FdmTimeDepDirichletBoundary::applyAfterApplying(array_type& a) const {
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        QL_REQUIRE(indices_.size() == values_.size(),
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                   "values on boundary size (" << values_.size()
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                   << ") does not match hypersurface size ("
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                   << indices_.size() << ")");
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        for (auto iter = indices_.begin(); iter != indices_.end(); ++iter) {
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            a[*iter] = values_[iter - indices_.begin()];
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        }
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    }
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    void FdmTimeDepDirichletBoundary::applyAfterSolving(array_type& a) const {
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        this->applyAfterApplying(a);
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    }
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}