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

The man page NeumannBC(3) is an alias of QuantLib_NeumannBC(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib