QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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fdmindicesonboundary.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 <http://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/*! \file fdmindicesonboundary.hpp
23 \brief helper class to extract the indices on a boundary
24*/
25
26#ifndef quantlib_fdm_indices_on_boundary_hpp
27#define quantlib_fdm_indices_on_boundary_hpp
28
30
31namespace QuantLib {
32
33 class FdmLinearOpLayout;
34
36 public:
37 FdmIndicesOnBoundary(const ext::shared_ptr<FdmLinearOpLayout>& l,
38 Size direction, FdmDirichletBoundary::Side side);
39
40 const std::vector<Size>& getIndices() const;
41 private:
42 std::vector<Size> indices_;
43 };
44}
45#endif
46
BoundaryCondition< FdmLinearOp >::Side Side
const std::vector< Size > & getIndices() const
Dirichlet boundary conditions for differential operators.
std::size_t Size
size of a container
Definition: types.hpp:58
Definition: any.hpp:35