fdmdirichletboundary.hpp

/* -*- 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.
*/
 
 
#ifndef quantlib_fdm_dirichlet_boundary_hpp
#define quantlib_fdm_dirichlet_boundary_hpp
 
#include <ql/methods/finitedifferences/boundarycondition.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearop.hpp>
 
namespace QuantLib {
 
    class FdmMesher;
    class FdmLinearOpLayout;
 
    class FdmDirichletBoundary : public BoundaryCondition<FdmLinearOp> {
      public:
        // types and enumerations
        typedef FdmLinearOp operator_type;
        typedef FdmLinearOp::array_type array_type;
        typedef BoundaryCondition<FdmLinearOp>::Side Side;
 
        FdmDirichletBoundary(const ext::shared_ptr<FdmMesher>& mesher,
                             Real valueOnBoundary, Size direction, Side side);
 
        void applyBeforeApplying(operator_type&) const override;
        void applyBeforeSolving(operator_type&, array_type&) const override;
        void applyAfterApplying(array_type&) const override;
        void applyAfterSolving(array_type&) const override;
        void setTime(Time) override {}
 
        Real applyAfterApplying(Real x, Real value) const;
 
      private:
        const Side side_;  
        const Real valueOnBoundary_;
        const std::vector<Size> indices_;
 
        Real xExtreme_;
    };
}
 
#endif