
/*
 * Copyright (C) 2000-2001 QuantLib Group
 *
 * This file is part of QuantLib.
 * QuantLib is a C++ open source library for financial quantitative
 * analysts and developers --- http://quantlib.sourceforge.net/
 *
 * QuantLib is free software and you are allowed to use, copy, modify, merge,
 * publish, distribute, and/or sell copies of it under the conditions stated
 * in the QuantLib License.
 *
 * 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.
 *
 * You should have received a copy of the license along with this file;
 * if not, contact ferdinando@ametrano.net
 * The license is also available at http://quantlib.sourceforge.net/LICENSE.TXT
 *
 * The members of the QuantLib Group are listed in the Authors.txt file, also
 * available at http://quantlib.sourceforge.net/Authors.txt
*/

/*
    $Id: identity.hpp,v 1.1 2001/04/09 14:05:47 nando Exp $
    $Source: /cvsroot/quantlib/QuantLib/Include/ql/FiniteDifferences/identity.hpp,v $
    $Log: identity.hpp,v $
    Revision 1.1  2001/04/09 14:05:47  nando
    all the *.hpp moved below the Include/ql level

    Revision 1.2  2001/04/06 18:46:19  nando
    changed Authors, Contributors, Licence and copyright header

*/

/*! \file identity.hpp
    \brief identity operator
*/

#ifndef quantlib_identity_h
#define quantlib_identity_h

#include "ql/qldefines.hpp"

namespace QuantLib {

    namespace FiniteDifferences {

        template <class arrayType>
        class Identity {
          public:
            arrayType applyTo(const arrayType& a) { return a; }
            arrayType solveFor(const arrayType& a) { return a; }
        };

    }

}


#endif
