NAME

ql/methods/finitedifferences/boundarycondition.hpp - boundary conditions for differential operators

SYNOPSIS


#include <ql/utilities/null.hpp>
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>

Classes


class BoundaryCondition< Operator >
Abstract boundary condition class for finite difference problems.
class NeumannBC
Neumann boundary condition (i.e., constant derivative).
class DirichletBC
Neumann boundary condition (i.e., constant value).

Detailed Description

boundary conditions for differential operators

Author

Generated automatically by Doxygen for QuantLib from the source code.