- QuantLib
- NeumannBC
 
Neumann boundary condition (i.e., constant derivative) More...
#include <ql/methods/finitedifferences/boundarycondition.hpp>

| 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) | 
Neumann boundary condition (i.e., constant derivative)
| void applyBeforeApplying | ( | TridiagonalOperator & | ) | const  [virtual] | 
This method modifies an operator  before it is applied to an array
 before it is applied to an array  so that
 so that  will satisfy the given condition.
 will satisfy the given condition. 
Implements BoundaryCondition< TridiagonalOperator >.
| void applyAfterApplying | ( | Array & | ) | const  [virtual] | 
This method modifies an array  so that it satisfies the given condition.
 so that it satisfies the given condition. 
Implements BoundaryCondition< TridiagonalOperator >.
| void applyBeforeSolving | ( | TridiagonalOperator & | , | 
| Array & | rhs | ||
| ) | const  [virtual] | 
This method modifies an operator  before the linear system
 before the linear system  is solved so that
 is solved so that  will satisfy the given condition.
 will satisfy the given condition. 
Implements BoundaryCondition< TridiagonalOperator >.
| void applyAfterSolving | ( | Array & | ) | const  [virtual] | 
This method modifies an array  so that it satisfies the given condition.
 so that it satisfies the given condition. 
Implements BoundaryCondition< TridiagonalOperator >.
This method sets the current time for time-dependent boundary conditions.
Implements BoundaryCondition< TridiagonalOperator >.