BoundaryCondition Class Template Reference
[Finite-differences framework]
Abstract boundary condition class for finite difference problems.
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#include <ql/methods/finitedifferences/boundarycondition.hpp>
Inheritance diagram for BoundaryCondition:

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 |
Detailed Description
template<class Operator>
class QuantLib::BoundaryCondition< Operator >
Abstract boundary condition class for finite difference problems.
Member Enumeration Documentation
| enum Side |
- Possible enhancements:
- Generalize for n-dimensional conditions
Member Function Documentation
| virtual void applyBeforeApplying | ( | operator_type & | ) | const [pure virtual] |
This method modifies an operator
before it is applied to an array
so that
will satisfy the given condition.
| virtual void applyAfterApplying | ( | array_type & | ) | const [pure virtual] |
This method modifies an array
so that it satisfies the given condition.
| virtual void applyBeforeSolving | ( | operator_type & | , | |
| array_type & | rhs | |||
| ) | const [pure virtual] |
This method modifies an operator
before the linear system
is solved so that
will satisfy the given condition.
| virtual void applyAfterSolving | ( | array_type & | ) | const [pure virtual] |
This method modifies an array
so that it satisfies the given condition.
| virtual void setTime | ( | Time | t | ) | [pure virtual] |
This method sets the current time for time-dependent boundary conditions.
Implemented in NeumannBC, and DirichletBC.