00001 /*---------------------------------------------------------------------------*\ 00002 ========= | 00003 \\ / F ield | OpenFOAM: The Open Source CFD Toolbox 00004 \\ / O peration | 00005 \\ / A nd | Copyright (C) 1991-2010 OpenCFD Ltd. 00006 \\/ M anipulation | 00007 ------------------------------------------------------------------------------- 00008 License 00009 This file is part of OpenFOAM. 00010 00011 OpenFOAM is free software: you can redistribute it and/or modify it 00012 under the terms of the GNU General Public License as published by 00013 the Free Software Foundation, either version 3 of the License, or 00014 (at your option) any later version. 00015 00016 OpenFOAM is distributed in the hope that it will be useful, but WITHOUT 00017 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or 00018 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License 00019 for more details. 00020 00021 You should have received a copy of the GNU General Public License 00022 along with OpenFOAM. If not, see <http://www.gnu.org/licenses/>. 00023 00024 Application 00025 financialFoam 00026 00027 Description 00028 Solves the Black-Scholes equation to price commodities. 00029 00030 Usage 00031 - financialFoam [OPTION] 00032 00033 @param -case <dir> \n 00034 Specify the case directory 00035 00036 @param -parallel \n 00037 Run the case in parallel 00038 00039 @param -help \n 00040 Display short usage message 00041 00042 @param -doc \n 00043 Display Doxygen documentation page 00044 00045 @param -srcDoc \n 00046 Display source code 00047 00048 \*---------------------------------------------------------------------------*/ 00049 00050 #include <finiteVolume/fvCFD.H> 00051 #include <sampling/writeCellGraph.H> 00052 #include <OpenFOAM/OSspecific.H> 00053 00054 // * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * // 00055 00056 int main(int argc, char *argv[]) 00057 { 00058 #include <OpenFOAM/setRootCase.H> 00059 00060 #include <OpenFOAM/createTime.H> 00061 #include <OpenFOAM/createMesh.H> 00062 #include "createFields.H" 00063 00064 // * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * // 00065 00066 Info<< nl << "Calculating value(price of comodities)" << endl; 00067 00068 surfaceScalarField phi("phi", (sigmaSqr - r)*(Pf & mesh.Sf())); 00069 00070 volScalarField DV("DV", 0.5*sigmaSqr*sqr(P.component(Foam::vector::X))); 00071 00072 Info<< "Starting time loop\n" << endl; 00073 00074 while (runTime.loop()) 00075 { 00076 delta == fvc::grad(V)().component(Foam::vector::X); 00077 00078 solve 00079 ( 00080 fvm::ddt(V) 00081 + fvm::div(phi, V) 00082 - fvm::Sp(fvc::div(phi), V) 00083 - fvm::laplacian(DV, V) 00084 == 00085 - fvm::Sp(r, V) 00086 ); 00087 00088 runTime.write(); 00089 00090 if (runTime.outputTime()) 00091 { 00092 writeCellGraph(V, runTime.graphFormat()); 00093 writeCellGraph(delta, runTime.graphFormat()); 00094 } 00095 00096 Info<< "ExecutionTime = " << runTime.elapsedCpuTime() << " s" 00097 << " ClockTime = " << runTime.elapsedClockTime() << " s" 00098 << nl << endl; 00099 } 00100 00101 Info<< "End\n" << endl; 00102 00103 return 0; 00104 } 00105 00106 00107 // ************************ vim: set sw=4 sts=4 et: ************************ //
