#include <ql/FiniteDifferences/boundarycondition.hpp>
Inheritance diagram for NeumannBC:
[legend]List of all members.
Detailed Description
Neumann boundary condition (i.e., constant derivative).
- Warning:
- The value passed must not be the value of the derivative. Instead, it must be comprehensive of the grid step between the first two points--i.e., it must be the difference between f[0] and f[1].
- Todo:
- generalize to time-dependent conditions.
Member Function Documentation
void setTime |
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Time |
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[virtual] |
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