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/* -*- 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>
namespace QuantLib {
Size FdmLinearOpLayout::neighbourhood(const FdmLinearOpIterator& iterator,
Size i, Integer offset) const {
Size myIndex = iterator.index()
- iterator.coordinates()[i]*spacing_[i];
Integer coorOffset = Integer(iterator.coordinates()[i])+offset;
if (coorOffset < 0) {
coorOffset=-coorOffset;
}
else if (Size(coorOffset) >= dim_[i]) {
coorOffset = 2*(dim_[i]-1) - coorOffset;
}
return myIndex + coorOffset*spacing_[i];
}
Size FdmLinearOpLayout::neighbourhood(const FdmLinearOpIterator& iterator,
Size i1, Integer offset1,
Size i2, Integer offset2) const {
Size myIndex = iterator.index()
- iterator.coordinates()[i1]*spacing_[i1]
- iterator.coordinates()[i2]*spacing_[i2];
Integer coorOffset1 = Integer(iterator.coordinates()[i1])+offset1;
if (coorOffset1 < 0) {
coorOffset1=-coorOffset1;
}
else if (Size(coorOffset1) >= dim_[i1]) {
coorOffset1 = 2*(dim_[i1]-1) - coorOffset1;
}
Integer coorOffset2 = Integer(iterator.coordinates()[i2])+offset2;
if (coorOffset2 < 0) {
coorOffset2=-coorOffset2;
}
else if (Size(coorOffset2) >= dim_[i2]) {
coorOffset2 = 2*(dim_[i2]-1) - coorOffset2;
}
return myIndex + coorOffset1*spacing_[i1]+coorOffset2*spacing_[i2];
}
// smart but sometimes too slow
Disposable<FdmLinearOpIterator> FdmLinearOpLayout::iter_neighbourhood(
const FdmLinearOpIterator& iterator, Size i, Integer offset) const {
std::vector<Size> coordinates = iterator.coordinates();
Integer coorOffset = Integer(coordinates[i])+offset;
if (coorOffset < 0) {
coorOffset=-coorOffset;
}
else if (Size(coorOffset) >= dim_[i]) {
coorOffset = 2*(dim_[i]-1) - coorOffset;
}
coordinates[i] = Size(coorOffset);
FdmLinearOpIterator retVal(dim_, coordinates,
index(coordinates));
return retVal;
}
}
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