applications/solvers/financial/financialFoam/financialFoam.C

   1 /*---------------------------------------------------------------------------*\
   2   =========                 |
   3   \\      /  F ield         | OpenFOAM: The Open Source CFD Toolbox
   4    \\    /   O peration     |
   5     \\  /    A nd           | Copyright (C) 1991-2009 OpenCFD Ltd.
   6      \\/     M anipulation  |
   7 -------------------------------------------------------------------------------
   8 License
   9     This file is part of OpenFOAM.
  10
  11     OpenFOAM is free software; you can redistribute it and/or modify it
  12     under the terms of the GNU General Public License as published by the
  13     Free Software Foundation; either version 2 of the License, or (at your
  14     option) any later version.
  15
  16     OpenFOAM is distributed in the hope that it will be useful, but WITHOUT
  17     ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
  18     FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
  19     for more details.
  20
  21     You should have received a copy of the GNU General Public License
  22     along with OpenFOAM; if not, write to the Free Software Foundation,
  23     Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
  24
  25 Application
  26     financialFoam
  27
  28 Description
  29     Solves the Black-Scholes equation to price commodities.
  30
  31 \*---------------------------------------------------------------------------*/
  32
  33 #include "fvCFD.H"
  34 #include "writeCellGraph.H"
  35 #include "OSspecific.H"
  36
  37 // * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
  38
  39 int main(int argc, char *argv[])
  40 {
  41     #include "setRootCase.H"
  42
  43     #include "createTime.H"
  44     #include "createMesh.H"
  45     #include "createFields.H"
  46
  47     // * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * //
  48
  49     Info<< nl << "Calculating value(price of comodities)" << endl;
  50
  51     surfaceScalarField phi("phi", (sigmaSqr - r)*(Pf & mesh.Sf()));
  52
  53     volScalarField DV("DV", 0.5*sigmaSqr*sqr(P.component(Foam::vector::X)));
  54
  55     Info<< "Starting time loop\n" << endl;
  56
  57     while (runTime.loop())
  58     {
  59         delta == fvc::grad(V)().component(Foam::vector::X);
  60
  61         solve
  62         (
  63             fvm::ddt(V)
  64           + fvm::div(phi, V)
  65           - fvm::Sp(fvc::div(phi), V)
  66           - fvm::laplacian(DV, V)
  67          ==
  68           - fvm::Sp(r, V)
  69         );
  70
  71         runTime.write();
  72
  73         if (runTime.outputTime())
  74         {
  75             writeCellGraph(V, runTime.graphFormat());
  76             writeCellGraph(delta, runTime.graphFormat());
  77         }
  78
  79         Info<< "ExecutionTime = " << runTime.elapsedCpuTime() << " s"
  80             << "  ClockTime = " << runTime.elapsedClockTime() << " s"
  81             << nl << endl;
  82     }
  83
  84     Info<< "End\n" << endl;
  85
  86     return 0;
  87 }
  88
  89
  90 // ************************************************************************* //