QuantLib_BoundaryCondition man page

BoundaryCondition< Operator > — Abstract boundary condition class for finite difference problems.

Synopsis

#include <ql/methods/finitedifferences/boundarycondition.hpp>

Public Types

enum Side { None, Upper, Lower }

typedef Operator operator_type

typedef Operator::array_type array_type

Public Member Functions

virtual void applyBeforeApplying (operator_type &) const =0

virtual void applyAfterApplying (array_type &) const =0

virtual void applyBeforeSolving (operator_type &, array_type &rhs) const =0

virtual void applyAfterSolving (array_type &) const =0

virtual void setTime (Time t)=0

Detailed Description

template<class Operator>

class QuantLib::BoundaryCondition< Operator >" Abstract boundary condition class for finite difference problems.

Member Enumeration Documentation

enum Side

Member Function Documentation

virtual void applyBeforeApplying (operator_type &) const [pure virtual]

This method modifies an operator $ L $ before it is applied to an array $ u $ so that $ v = Lu $ will satisfy the given condition.

Implemented in DirichletBC, and NeumannBC.

virtual void applyAfterApplying (array_type &) const [pure virtual]

This method modifies an array $ u $ so that it satisfies the given condition.

virtual void applyBeforeSolving (operator_type &, array_type & rhs) const [pure virtual]

This method modifies an operator $ L $ before the linear system $ Lu' = u $ is solved so that $ u' $ will satisfy the given condition.

virtual void applyAfterSolving (array_type &) const [pure virtual]

This method modifies an array $ u $ so that it satisfies the given condition.

virtual void setTime (Time t) [pure virtual]

This method sets the current time for time-dependent boundary conditions.

Implemented in DirichletBC, and NeumannBC.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

applyAfterApplying(3), applyAfterSolving(3), applyBeforeApplying(3), applyBeforeSolving(3), array_type(3), operator_type(3), setTime(3) and Side(3) are aliases of QuantLib_BoundaryCondition(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib