fdmmeshercomposite.cpp

Go to the documentation of this file.

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2008 Andreas Gaida
 Copyright (C) 2008 Ralph Schreyer
 Copyright (C) 2008 Klaus Spanderen
 
 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 
 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
 
#include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp>
#include <ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp>
 
namespace QuantLib {
 
    namespace {
        typedef ext::shared_ptr<Fdm1dMesher> T;
 
        ext::shared_ptr<FdmLinearOpLayout> getLayoutFromMeshers(
                 const std::vector<ext::shared_ptr<Fdm1dMesher> > & meshers) {
            std::vector<Size> dim(meshers.size());
            for (Size i=0; i < dim.size(); ++i) {
                dim[i] = meshers[i]->size();
            }
            return ext::make_shared<FdmLinearOpLayout>(std::move(dim));
        }
    }
 
    FdmMesherComposite::FdmMesherComposite(
        const ext::shared_ptr<Fdm1dMesher>& mesher)
    : FdmMesher(getLayoutFromMeshers({mesher})),
      mesher_({mesher}) {
    }
 
 
    FdmMesherComposite::FdmMesherComposite(
        const ext::shared_ptr<Fdm1dMesher>& m1,
        const ext::shared_ptr<Fdm1dMesher>& m2)
    : FdmMesher(getLayoutFromMeshers({m1, m2})),
      mesher_({m1, m2}) {
    }
 
    FdmMesherComposite::FdmMesherComposite(
        const ext::shared_ptr<Fdm1dMesher>& m1,
        const ext::shared_ptr<Fdm1dMesher>& m2,
        const ext::shared_ptr<Fdm1dMesher>& m3)
    : FdmMesher(getLayoutFromMeshers({m1, m2, m3})),
      mesher_({m1, m2, m3}) {
    }
 
    FdmMesherComposite::FdmMesherComposite(
        const ext::shared_ptr<Fdm1dMesher>& m1,
        const ext::shared_ptr<Fdm1dMesher>& m2,
        const ext::shared_ptr<Fdm1dMesher>& m3,
        const ext::shared_ptr<Fdm1dMesher>& m4)
    : FdmMesher(getLayoutFromMeshers({m1, m2, m3, m4})),
      mesher_({m1, m2, m3, m4}) {
    }
 
    FdmMesherComposite::FdmMesherComposite(
        const std::vector<ext::shared_ptr<Fdm1dMesher> > & mesher)
    : FdmMesher(getLayoutFromMeshers(mesher)), mesher_(mesher) {
    }
 
    FdmMesherComposite::FdmMesherComposite(
        const ext::shared_ptr<FdmLinearOpLayout>& layout,
        const std::vector<ext::shared_ptr<Fdm1dMesher> > & mesher)
    : FdmMesher(layout), mesher_(mesher) {
        for (Size i=0; i < mesher.size(); ++i) {
            QL_REQUIRE(mesher[i]->size() == layout->dim()[i],
                       "size of 1d mesher " << i << " does not fit to layout");
        }
    }
 
    Real FdmMesherComposite::dplus(const FdmLinearOpIterator& iter,
                                   Size direction) const {
        return mesher_[direction]->dplus(iter.coordinates()[direction]);
    }
 
    Real FdmMesherComposite::dminus(const FdmLinearOpIterator& iter,
                                    Size direction) const {
        return mesher_[direction]->dminus(iter.coordinates()[direction]);
    }
 
    Real FdmMesherComposite::location(const FdmLinearOpIterator& iter,
                                      Size direction) const {
        return mesher_[direction]->location(iter.coordinates()[direction]);
    }
 
    Array FdmMesherComposite::locations(Size direction) const {
        Array retVal(layout_->size());
 
        for (const auto& iter : *layout_) {
            retVal[iter.index()] =
                mesher_[direction]->locations()[iter.coordinates()[direction]];
        }
 
        return retVal;
    }
 
    const std::vector<ext::shared_ptr<Fdm1dMesher> >&
        FdmMesherComposite::getFdm1dMeshers() const {
        return  mesher_;
    }
}