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).

Fri Sep 23 2016 Version 1.8.1 QuantLib