- QuantLib
- DirichletBC
Neumann boundary condition (i.e., constant value) More...
#include <ql/methods/finitedifferences/boundarycondition.hpp>

Public Member Functions | |
| DirichletBC (Real value, Side side) | |
| void | applyBeforeApplying (TridiagonalOperator &) const |
| void | applyAfterApplying (Array &) const |
| void | applyBeforeSolving (TridiagonalOperator &, Array &rhs) const |
| void | applyAfterSolving (Array &) const |
| void | setTime (Time) |
Neumann boundary condition (i.e., constant value)
| void applyBeforeApplying | ( | TridiagonalOperator & | ) | const [virtual] |
This method modifies an operator
before it is applied to an array
so that
will satisfy the given condition.
Implements BoundaryCondition< TridiagonalOperator >.
| void applyAfterApplying | ( | Array & | ) | const [virtual] |
This method modifies an array
so that it satisfies the given condition.
Implements BoundaryCondition< TridiagonalOperator >.
| void applyBeforeSolving | ( | TridiagonalOperator & | , |
| Array & | rhs | ||
| ) | const [virtual] |
This method modifies an operator
before the linear system
is solved so that
will satisfy the given condition.
Implements BoundaryCondition< TridiagonalOperator >.
| void applyAfterSolving | ( | Array & | ) | const [virtual] |
This method modifies an array
so that it satisfies the given condition.
Implements BoundaryCondition< TridiagonalOperator >.
This method sets the current time for time-dependent boundary conditions.
Implements BoundaryCondition< TridiagonalOperator >.