BoundaryCondition Class Template Reference
[Finite-differences framework]

#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.


Public Types

typedef Operator operatorType
typedef Operator::arrayType arrayType
enum  Side { None, Upper, Lower }

Public Member Functions

virtual void applyBeforeApplying (operatorType &) const =0
virtual void applyAfterApplying (arrayType &) const =0
virtual void applyBeforeSolving (operatorType &, arrayType &rhs) const =0
virtual void applyAfterSolving (arrayType &) const =0
virtual void setTime (Time t)=0


Member Enumeration Documentation

enum Side
 

Todo:
Generalize for n-dimensional conditions


Member Function Documentation

virtual void applyBeforeApplying operatorType &   )  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.

virtual void applyAfterApplying arrayType &   )  const [pure virtual]
 

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

virtual void applyBeforeSolving operatorType &  ,
arrayType &  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.

virtual void applyAfterSolving arrayType &   )  const [pure virtual]
 

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

virtual void setTime Time  t  )  [pure virtual]
 

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

Implemented in NeumannBC, and DirichletBC.


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