QuantLib_NeumannBC man page
NeumannBC — Neumann boundary condition (i.e., constant derivative)
Synopsis
#include <ql/methods/finitedifferences/boundarycondition.hpp>
Inherits BoundaryCondition< TridiagonalOperator >.
Public Member Functions
NeumannBC (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 derivative)
- Warning
The value passed must not be the value of the derivative. Instead, it must be comprehensive of the grid step between the first two points--i.e., it must be the difference between f[0] and f[1].
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
NeumannBC(3) is an alias of QuantLib_NeumannBC(3).