1 Info<< "Reading financial properties\n" << endl;
3 IOdictionary financialProperties
15 dimensionedScalar strike
17 financialProperties.lookup("strike")
22 financialProperties.lookup("r")
25 dimensionedScalar sigma
27 financialProperties.lookup("sigma")
30 dimensionedScalar sigmaSqr = sqr(sigma);
33 Info<< nl << "Reading field V" << endl;
76 //- V == max(strike - P.x(), dimensionedScalar("0", V.dimensions(), 0.0));
79 P.component(Foam::vector::X) - strike,
80 dimensionedScalar("0", V.dimensions(), 0.0)
94 fvc::grad(V)().component(Foam::vector::X)