QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.8
Public Member Functions | List of all members
DirichletBC Class Reference

Neumann boundary condition (i.e., constant value) More...

#include <ql/methods/finitedifferences/boundarycondition.hpp>

+ Inheritance diagram for DirichletBC:

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)
 

Additional Inherited Members

- Public Types inherited from BoundaryCondition< TridiagonalOperator >
enum  Side
 
typedef TridiagonalOperator operator_type
 
typedef TridiagonalOperator::array_type array_type
 

Detailed Description

Neumann boundary condition (i.e., constant value)

Member Function Documentation

void applyBeforeApplying ( TridiagonalOperator ) const
virtual

This method modifies an operator \( L \) before it is applied to an array \( u \) so that \( v = Lu \) will satisfy the given condition.

Implements BoundaryCondition< TridiagonalOperator >.

void applyAfterApplying ( Array ) const
virtual

This method modifies an array \( u \) so that it satisfies the given condition.

Implements BoundaryCondition< TridiagonalOperator >.

void applyBeforeSolving ( TridiagonalOperator ,
Array rhs 
) const
virtual

This method modifies an operator \( L \) before the linear system \( Lu' = u \) is solved so that \( u' \) will satisfy the given condition.

Implements BoundaryCondition< TridiagonalOperator >.

void applyAfterSolving ( Array ) const
virtual

This method modifies an array \( u \) so that it satisfies the given condition.

Implements BoundaryCondition< TridiagonalOperator >.

void setTime ( Time  t)
virtual

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

Implements BoundaryCondition< TridiagonalOperator >.