boundarycondition(3)
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
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