QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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boundaryconditionschemehelper.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2012 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 <http://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
21/*! \file boundaryconditionschemehelper.hpp
22*/
23
24#ifndef quantlib_boundary_condition_scheme_helper_hpp
25#define quantlib_boundary_condition_scheme_helper_hpp
26
28#include <utility>
29
30namespace QuantLib {
31
33 public:
36
38 : bcSet_(std::move(bcSet)) {}
39
41 for (const auto& i : bcSet_)
42 i->applyBeforeApplying(op);
43 }
45 for (const auto& i : bcSet_)
46 i->applyBeforeSolving(op, a);
47 }
49 for (const auto& i : bcSet_)
50 i->applyAfterApplying(a);
51 }
53 for (const auto& i : bcSet_)
54 i->applyAfterSolving(a);
55 }
56 void setTime(Time t) const {
57 for (const auto& i : bcSet_)
58 i->setTime(t);
59 }
60
61 private:
64 };
65
66}
67
68#endif
OperatorTraits< FdmLinearOp >::bc_set bcSet_
BoundaryConditionSchemeHelper(OperatorTraits< FdmLinearOp >::bc_set bcSet)
OperatorTraits< FdmLinearOp >::array_type array_type
OperatorTraits< FdmLinearOp >::operator_type operator_type
void applyBeforeSolving(operator_type &op, array_type &a) const
std::vector< ext::shared_ptr< bc_type > > bc_set
Operator::array_type array_type
const DefaultType & t
Real Time
continuous quantity with 1-year units
Definition: types.hpp:62
Definition: any.hpp:35
STL namespace.