/*---------------------------------------------------------------------------*\ ========= | \\ / F ield | OpenFOAM: The Open Source CFD Toolbox \\ / O peration | \\ / A nd | Copyright held by original author \\/ M anipulation | ------------------------------------------------------------------------------- License This file is part of OpenFOAM. OpenFOAM is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. OpenFOAM 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 GNU General Public License for more details. You should have received a copy of the GNU General Public License along with OpenFOAM; if not, write to the Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA Application financialFoam Description Solves the Black-Scholes equation to price commodities. \*---------------------------------------------------------------------------*/ #include "fvCFD.H" #include "writeCellGraph.H" #include "OSspecific.H" // * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * // int main(int argc, char *argv[]) { #include "setRootCase.H" #include "createTime.H" #include "createMesh.H" #include "createFields.H" // * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * // Info<< nl << "Calculating value(price of comodities)" << endl; surfaceScalarField phi("phi", (sigmaSqr - r)*(Pf & mesh.Sf())); volScalarField DV("DV", 0.5*sigmaSqr*sqr(P.component(Foam::vector::X))); Info<< "Starting time loop\n" << endl; for (runTime++; !runTime.end(); runTime++) { delta == fvc::grad(V)().component(Foam::vector::X); solve ( fvm::ddt(V) + fvm::div(phi, V) - fvm::Sp(fvc::div(phi), V) - fvm::laplacian(DV, V) == - fvm::Sp(r, V) ); runTime.write(); if (runTime.outputTime()) { writeCellGraph(V, runTime.graphFormat()); writeCellGraph(delta, runTime.graphFormat()); } Info<< "ExecutionTime = " << runTime.elapsedCpuTime() << " s" << " ClockTime = " << runTime.elapsedClockTime() << " s" << nl << endl; } Info<< "End\n" << endl; return(0); } // ************************************************************************* //