array_type (3) - Linux Manuals
array_type: Abstract boundary condition class for finite difference problems.
NAME
QuantLib::BoundaryCondition - Abstract boundary condition class for finite difference problems.
SYNOPSIS
#include <ql/methods/finitedifferences/boundarycondition.hpp>
Public Types
enum Side { None, Upper, Lower }
typedef Operator operator_type
typedef Operator::array_type array_type
Public Member Functions
virtual void applyBeforeApplying (operator_type &) const =0
virtual void applyAfterApplying (array_type &) const =0
virtual void applyBeforeSolving (operator_type &, array_type &rhs) const =0
virtual void applyAfterSolving (array_type &) const =0
virtual void setTime (Time t)=0
Detailed Description
template<class Operator> class QuantLib::BoundaryCondition< Operator >
Abstract boundary condition class for finite difference problems.
Member Enumeration Documentation
enum Side
Possible enhancements
- Generalize for n-dimensional conditions
Member Function Documentation
virtual void applyBeforeApplying (operator_type &) 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.
Implemented in NeumannBC, and DirichletBC.
virtual void applyAfterApplying (array_type &) const [pure virtual]
This method modifies an array $ u $ so that it satisfies the given condition.
Implemented in NeumannBC, and DirichletBC.
virtual void applyBeforeSolving (operator_type &, array_type & 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.
Implemented in NeumannBC, and DirichletBC.
virtual void applyAfterSolving (array_type &) const [pure virtual]
This method modifies an array $ u $ so that it satisfies the given condition.
Implemented in NeumannBC, and DirichletBC.
virtual void setTime (Time t) [pure virtual]
This method sets the current time for time-dependent boundary conditions.
Implemented in NeumannBC, and DirichletBC.
Author
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