QuantLib 0.3.7
Getting started
Reference manual
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#include <ql/FiniteDifferences/boundarycondition.hpp>
List of all members.
Detailed Description
template<class Operator>
class QuantLib::BoundaryCondition< Operator >
Abstract boundary condition class for finite difference problems.
Member Enumeration Documentation
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- Todo:
- Generalize for n-dimensional conditions
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Member Function Documentation
virtual void applyBeforeApplying |
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operatorType & |
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const [pure virtual] |
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virtual void applyAfterApplying |
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arrayType & |
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const [pure virtual] |
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This method modifies an array so that it satisfies the given condition. |
virtual void applyBeforeSolving |
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operatorType & |
, |
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arrayType & |
rhs |
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const [pure virtual] |
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virtual void applyAfterSolving |
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arrayType & |
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const [pure virtual] |
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This method modifies an array so that it satisfies the given condition. |
virtual void setTime |
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Time |
t |
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[pure virtual] |
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This method sets the current time for time-dependent boundary conditions.
Implemented in NeumannBC, and DirichletBC. |
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