- QuantLib
- BoundaryCondition
 
Abstract boundary condition class for finite difference problems. More...
#include <ql/methods/finitedifferences/boundarycondition.hpp>
| Public Types | |
| enum | Side { None, Upper, Lower } | 
| typedef Operator | operator_type | 
| typedef Operator::array_type | array_type | 
| Public Member Functions | |
| virtual void | applyBeforeApplying (operator_type &) const =0 | 
| virtual void | applyAfterApplying (array_type &) const =0 | 
| virtual void | applyBeforeSolving (operator_type &, array_type &rhs) const =0 | 
| virtual void | applyAfterSolving (array_type &) const =0 | 
| virtual void | setTime (Time t)=0 | 
Abstract boundary condition class for finite difference problems.
| enum Side | 
| virtual void applyBeforeApplying | ( | operator_type & | ) | const  [pure 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. 
Implemented in DirichletBC, and NeumannBC.
| virtual void applyAfterApplying | ( | array_type & | ) | const  [pure virtual] | 
This method modifies an array  so that it satisfies the given condition.
 so that it satisfies the given condition. 
Implemented in DirichletBC, and NeumannBC.
| virtual void applyBeforeSolving | ( | operator_type & | , | 
| array_type & | rhs | ||
| ) | const  [pure 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. 
Implemented in DirichletBC, and NeumannBC.
| virtual void applyAfterSolving | ( | array_type & | ) | const  [pure virtual] | 
This method modifies an array  so that it satisfies the given condition.
 so that it satisfies the given condition. 
Implemented in DirichletBC, and NeumannBC.
This method sets the current time for time-dependent boundary conditions.
Implemented in DirichletBC, and NeumannBC.