text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
   Copyright (C) 2011 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 fdm1dimsolver.hpp
  */
  
  #ifndef quantlib_fdm_1_dim_solver_hpp
  #define quantlib_fdm_1_dim_solver_hpp
  
  #include <ql/handle.hpp>
  #include <ql/math/matrix.hpp>
  #include <ql/patterns/lazyobject.hpp>
  #include <ql/methods/finitedifferences/solvers/fdmsolverdesc.hpp>
  #include <ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp>
  
  
  namespace QuantLib {
  
      class CubicInterpolation;
      class FdmSnapshotCondition;
  
      class Fdm1DimSolver : public LazyObject {
        public:
          Fdm1DimSolver(const FdmSolverDesc& solverDesc,
                        const FdmSchemeDesc& schemeDesc,
                        ext::shared_ptr<FdmLinearOpComposite> op);
  
          Real interpolateAt(Real x) const;
          Real thetaAt(Real x) const;
  
          Real derivativeX(Real x) const;
          Real derivativeXX(Real x) const;
  
        protected:
          void performCalculations() const override;
  
        private:
          const FdmSolverDesc solverDesc_;
          const FdmSchemeDesc schemeDesc_;
          const ext::shared_ptr<FdmLinearOpComposite> op_;
  
          const ext::shared_ptr<FdmSnapshotCondition> thetaCondition_;
          const ext::shared_ptr<FdmStepConditionComposite> conditions_;
  
          std::vector<Real> x_, initialValues_;
          mutable Array resultValues_;
          mutable ext::shared_ptr<CubicInterpolation> interpolation_;
      };
  }
  
  #endif
  