/*
Copyright (C) 2008 Srinivas Hasti
This source code is release under the BSD License.
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license. You should have received a
copy of the license along with this program; if not, please email
<jquant-devel@lists.sourceforge.net>. The license is also available online at
<http://www.jquantlib.org/index.php/LICENSE.TXT>.
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.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
/*
Copyright (C) 2005 Joseph Wang
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.
*/
package org.jquantlib.methods.finitedifferences;
import org.jquantlib.lang.exceptions.LibraryException;
import org.jquantlib.lang.reflect.TypeToken;
import org.jquantlib.processes.GeneralizedBlackScholesProcess;
/**
* General class for one dimensional PDE's
*
* @author Srinivas Hasti
*
* @param <T>
*/
public abstract class PdeConstantCoeff<T extends Pde> extends PdeSecondOrderParabolic {
/* Real*/private final double diffusion;
/* Real*/private final double drift;
/* Real*/private final double discount;
public PdeConstantCoeff(final GeneralizedBlackScholesProcess process, /*Time*/final double t, /*Real*/final double x) {
final Class<T> clazz = (Class<T>) TypeToken.getClazz(this.getClass());
final T pde = getInstance(clazz, process);
diffusion = pde.diffusion(t, x);
drift = pde.drift(t, x);
discount = pde.discount(t, x);
}
@Override
public double diffusion(final double t, final double x) {
return diffusion;
}
@Override
public double discount(final double t, final double x) {
return discount;
}
@Override
public double drift(final double t, final double x) {
return drift;
}
protected T getInstance(final Class<T> clazz, final GeneralizedBlackScholesProcess process) {
try {
return clazz.getConstructor(GeneralizedBlackScholesProcess.class).newInstance(process);
} catch (final Exception e) {
throw new LibraryException(e); // QA:[RG]::verified
}
}
}