/usr/include/ql/experimental/finitedifferences/fdmdirichletboundary.hpp is in libquantlib0-dev 1.1-2build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/*
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.
*/
/*! \file fdmdirichletboundary.hpp
\brief Dirichlet boundary conditions for differential operators
*/
#ifndef quantlib_fdm_dirichlet_boundary_hpp
#define quantlib_fdm_dirichlet_boundary_hpp
#include <ql/methods/finitedifferences/boundarycondition.hpp>
#include <ql/experimental/finitedifferences/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 boost::shared_ptr<FdmMesher>& layout,
Real valueOnBoundary, Size direction, Side side);
void applyBeforeApplying(operator_type&) const {}
void applyBeforeSolving(operator_type&, array_type&) const {}
void applyAfterApplying(array_type&) const;
void applyAfterSolving(array_type&) const;
void setTime(Time) {}
Real applyAfterApplying(Real x, Real value) const;
private:
const Side side_;
const Real valueOnBoundary_;
Real xExtreme_;
std::vector<Size> indicies_;
};
typedef std::vector<boost::shared_ptr<FdmDirichletBoundary> >
FdmBoundaryConditionSet;
}
#endif
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