1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
<meta name="robots" content="none">
<title>QuantLib: NeumannBC Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.3.14</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="faq.html">Frequently asked questions</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="deprecated.html">Deprecated Features</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.1 -->
<div class="nav">
<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_neumann_b_c.html">NeumannBC</a></div>
<h1>NeumannBC Class Reference<br>
<small>
[<a class="el" href="group__findiff.html">Finite-differences framework</a>]</small>
</h1><!-- doxytag: class="QuantLib::NeumannBC" --><!-- doxytag: inherits="QuantLib::BoundaryCondition" --><code>#include <ql/FiniteDifferences/boundarycondition.hpp></code>
<p>
Inheritance diagram for NeumannBC:<p><center><img src="class_quant_lib_1_1_neumann_b_c__inherit__graph.png" border="0" usemap="#_neumann_b_c__inherit__map" alt="Inheritance graph"></center>
<map name="_neumann_b_c__inherit__map">
<area href="class_quant_lib_1_1_boundary_condition.html" shape="rect" coords="5,7,392,31" alt="">
</map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_neumann_b_c-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Neumann boundary condition (i.e., constant derivative).
<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000020">Warning:</a></b></dt><dd>The value passed must not be the value of the derivative. Instead, it must be comprehensive of the grid step between the first two points--i.e., it must be the difference between f[0] and f[1]. </dd></dl>
<dl compact><dt><b><a class="el" href="todo.html#_todo000009">Todo:</a></b></dt><dd>generalize to time-dependent conditions.</dd></dl>
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5169b5dce51d0c2c45b08c860acc9c7"></a><!-- doxytag: member="QuantLib::NeumannBC::NeumannBC" ref="b5169b5dce51d0c2c45b08c860acc9c7" args="(Real value, Side side)" -->
</td><td class="memItemRight" valign="bottom"><b>NeumannBC</b> (Real value, <a class="el" href="class_quant_lib_1_1_boundary_condition.html#8c0137d7160ad71b6ed265c53c99ed00">Side</a> side)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="771a3aded44b4bfae17e4bbffa7608d0"></a><!-- doxytag: member="QuantLib::NeumannBC::applyBeforeApplying" ref="771a3aded44b4bfae17e4bbffa7608d0" args="(TridiagonalOperator &) const" -->
void </td><td class="memItemRight" valign="bottom"><b>applyBeforeApplying</b> (<a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eee957fac5a39a654102a7c3b0e0e57a"></a><!-- doxytag: member="QuantLib::NeumannBC::applyAfterApplying" ref="eee957fac5a39a654102a7c3b0e0e57a" args="(Array &) const" -->
void </td><td class="memItemRight" valign="bottom"><b>applyAfterApplying</b> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5f24229ed8e524f3caa86c03fbbe606e"></a><!-- doxytag: member="QuantLib::NeumannBC::applyBeforeSolving" ref="5f24229ed8e524f3caa86c03fbbe606e" args="(TridiagonalOperator &, Array &rhs) const" -->
void </td><td class="memItemRight" valign="bottom"><b>applyBeforeSolving</b> (<a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &, <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &rhs) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7f95c64eab5db195bc6698fbe5f39857"></a><!-- doxytag: member="QuantLib::NeumannBC::applyAfterSolving" ref="7f95c64eab5db195bc6698fbe5f39857" args="(Array &) const" -->
void </td><td class="memItemRight" valign="bottom"><b>applyAfterSolving</b> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_neumann_b_c.html#6e60101b2af13783da6aa3d7cee67acb">setTime</a> (Time)</td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="6e60101b2af13783da6aa3d7cee67acb"></a><!-- doxytag: member="QuantLib::NeumannBC::setTime" ref="6e60101b2af13783da6aa3d7cee67acb" args="(Time)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">void setTime </td>
<td>(</td>
<td class="paramtype">Time </td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"><code> [virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
This method sets the current time for time-dependent boundary conditions.
<p>
Implements <a class="el" href="class_quant_lib_1_1_boundary_condition.html#f133a9178f8e738a5e5c51670cb37b1a">BoundaryCondition</a>.
</div>
</div><p>
</div>
<div class="footer">
<table align="top" width="100%">
<tr>
<td align="middle" width="33%">
<strong>QuantLib.org</strong><br>
<a href="http://quantlib.org/">
<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
</a>
</td>
<td align="middle" width="33%">
<strong>Hosted by</strong><br>
<a href="http://sourceforge.net"><img src=
"sfnetlogo.png" width="88" height="31"
border="0" alt="SourceForge.net Logo"></a>
</td>
<td align="middle" width="33%">
<strong>Documentation generated by</strong><br>
<a href="http://www.doxygen.org">
<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>
</a></td>
</tr>
</table>
</div>
</div>
</body>
</html>
|