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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2010 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.
*/
/*! \file fdmsolverdesc.hpp
*/
#ifndef quantlib_fdm_solver_desc_hpp
#define quantlib_fdm_solver_desc_hpp
#include <ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp>
namespace QuantLib {
class FdmMesher;
class FdmInnerValueCalculator;
class FdmStepConditionComposite;
class FdmInnerValueCalculator;
struct FdmSolverDesc {
const boost::shared_ptr<FdmMesher> mesher;
const FdmBoundaryConditionSet bcSet;
const boost::shared_ptr<FdmStepConditionComposite> condition;
const boost::shared_ptr<FdmInnerValueCalculator> calculator;
const Time maturity;
const Size timeSteps;
const Size dampingSteps;
};
}
#endif
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