QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
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)
 
- Public Member Functions inherited from BoundaryCondition< TridiagonalOperator >
virtual void applyAfterApplying (array_type &) const=0
 
virtual void applyBeforeSolving (operator_type &, array_type &rhs) const=0
 
virtual void applyAfterSolving (array_type &) const=0
 

Additional Inherited Members

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

Detailed Description

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

Member Function Documentation

◆ applyBeforeApplying()

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 >.

◆ setTime()

void setTime ( Time  t)
virtual

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

Implements BoundaryCondition< TridiagonalOperator >.