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Side: Abstract boundary condition class for finite difference problems.

NAME

QuantLib::BoundaryCondition - Abstract boundary condition class for finite difference problems.

SYNOPSIS


#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

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 $ L $ before it is applied to an array $ u $ so that $ v = Lu $ will satisfy the given condition.

Implemented in NeumannBC, and DirichletBC.

virtual void applyAfterApplying (array_type &) const [pure virtual]

This method modifies an array $ u $ so that it satisfies the given condition.

Implemented in NeumannBC, and DirichletBC.

virtual void applyBeforeSolving (operator_type &, array_type & rhs) const [pure virtual]

This method modifies an operator $ L $ before the linear system $ Lu' = u $ is solved so that $ u' $ will satisfy the given condition.

Implemented in NeumannBC, and DirichletBC.

virtual void applyAfterSolving (array_type &) const [pure virtual]

This method modifies an array $ u $ so that it satisfies the given condition.

Implemented in NeumannBC, and DirichletBC.

virtual void setTime (Time t) [pure virtual]

This method sets the current time for time-dependent boundary conditions.

Implemented in NeumannBC, and DirichletBC.

Author

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