QuantLib_DirichletBC man page

DirichletBC — Neumann boundary condition (i.e., constant value)  

Synopsis

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

Inherits BoundaryCondition< TridiagonalOperator >.

Public Member Functions

DirichletBC (Real value, Side side)
void applyBeforeApplying (TridiagonalOperator &) const
void applyAfterApplying (Array &) const
void applyBeforeSolving (TridiagonalOperator &, Array &rhs) const
void applyAfterSolving (Array &) const
void setTime (Time)

Additional Inherited Members

Detailed Description

Neumann boundary condition (i.e., constant value)

Member Function Documentation

void applyBeforeApplying (TridiagonalOperator &) const [virtual]

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

Implements BoundaryCondition< TridiagonalOperator >.

void setTime (Time t) [virtual]

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

Implements BoundaryCondition< TridiagonalOperator >.

Author

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Referenced By

DirichletBC(3) is an alias of QuantLib_DirichletBC(3).

Fri Jun 2 2017 Version 1.10 QuantLib