ql/FiniteDifferences/boundarycondition.hpp File Reference
Detailed Description
boundary conditions for differential operators
#include <ql/Utilities/null.hpp>
#include <ql/FiniteDifferences/tridiagonaloperator.hpp>
Include dependency graph for boundarycondition.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | BoundaryCondition |
| Abstract boundary condition class for finite difference problems. More... | |
| class | NeumannBC |
| Neumann boundary condition (i.e., constant derivative). More... | |
| class | DirichletBC |
| Neumann boundary condition (i.e., constant value). More... | |