/usr/include/ql/experimental/finitedifferences/fdmlinearopcomposite.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.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 | /* -*- 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.
*/
/*! \file fdmlinearopcomposite.hpp
\brief composite pattern for linear operators
*/
#ifndef quantlib_fdm_affine_map_composite_hpp
#define quantlib_fdm_affine_map_composite_hpp
#include <ql/experimental/finitedifferences/fdmlinearop.hpp>
namespace QuantLib {
class FdmLinearOpComposite : public FdmLinearOp {
public:
virtual Size size() const = 0;
//! Time \f$t1 <= t2\f$ is required
virtual void setTime(Time t1, Time t2) = 0;
virtual Disposable<Array> apply_mixed(const Array& r) const = 0;
virtual Disposable<Array>
apply_direction(Size direction, const Array& r) const = 0;
virtual Disposable<Array>
solve_splitting(Size direction, const Array& r, Real s) const = 0;
virtual Disposable<Array>
preconditioner(const Array& r, Real s) const = 0;
};
}
#endif
|