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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_boundary_condition.html">BoundaryCondition</a></div>
<h1>BoundaryCondition Class Template Reference<br>
<small>
[<a class="el" href="group__findiff.html">Finite-differences framework</a>]</small>
</h1><!-- doxytag: class="QuantLib::BoundaryCondition" --><code>#include <ql/methods/finitedifferences/boundarycondition.hpp></code>
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Inheritance diagram for BoundaryCondition:</div>
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<p><center><img src="class_quant_lib_1_1_boundary_condition__inherit__graph.png" border="0" usemap="#_boundary_condition__inherit__map" alt="Inheritance graph"></center>
<map name="_boundary_condition__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_dirichlet_b_c.html" title="Neumann boundary condition (i.e., constant value)." alt="" coords="207,5,521,32"><area shape="rect" href="class_quant_lib_1_1_neumann_b_c.html" title="Neumann boundary condition (i.e., constant derivative)." alt="" coords="201,56,527,83"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
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<a href="class_quant_lib_1_1_boundary_condition-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
<h3>template<class Operator><br>
class QuantLib::BoundaryCondition< Operator ></h3>
Abstract boundary condition class for finite difference problems.
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">enum </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html#8c0137d7160ad71b6ed265c53c99ed00">Side</a> { <b>None</b>,
<b>Upper</b>,
<b>Lower</b>
}</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="158330dcc465dcd323e801d462791ac4"></a><!-- doxytag: member="QuantLib::BoundaryCondition::operator_type" ref="158330dcc465dcd323e801d462791ac4" args="" -->
typedef Operator </td><td class="memItemRight" valign="bottom"><b>operator_type</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="736e8d4a0263c9dd7a6f33aa7615c767"></a><!-- doxytag: member="QuantLib::BoundaryCondition::array_type" ref="736e8d4a0263c9dd7a6f33aa7615c767" args="" -->
typedef Operator::array_type </td><td class="memItemRight" valign="bottom"><b>array_type</b></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html#54cb24c54bd6209f5050ff45f49f5c4d">applyBeforeApplying</a> (operator_type &) const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html#d39ad7ad5ed0434b46036b0179e225f6">applyAfterApplying</a> (array_type &) const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html#3b7d9d45ad90d4008c468da1fa4261f0">applyBeforeSolving</a> (operator_type &, array_type &rhs) const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html#22a8d3cbef1d118eda60ed4c5e8cf6a9">applyAfterSolving</a> (array_type &) const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html#f133a9178f8e738a5e5c51670cb37b1a">setTime</a> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t)=0</td></tr>
</table>
<hr><h2>Member Enumeration Documentation</h2>
<a class="anchor" name="8c0137d7160ad71b6ed265c53c99ed00"></a><!-- doxytag: member="QuantLib::BoundaryCondition::Side" ref="8c0137d7160ad71b6ed265c53c99ed00" args="" -->
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<td class="memname">enum <a class="el" href="class_quant_lib_1_1_boundary_condition.html#8c0137d7160ad71b6ed265c53c99ed00">Side</a> </td>
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<div class="memdoc">
<p>
<dl compact><dt><b><a class="el" href="todo.html#_todo000031">Possible enhancements:</a></b></dt><dd>Generalize for n-dimensional conditions </dd></dl>
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</div><p>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="54cb24c54bd6209f5050ff45f49f5c4d"></a><!-- doxytag: member="QuantLib::BoundaryCondition::applyBeforeApplying" ref="54cb24c54bd6209f5050ff45f49f5c4d" args="(operator_type &) const =0" -->
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<td class="memname">virtual void applyBeforeApplying </td>
<td>(</td>
<td class="paramtype">operator_type & </td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [pure virtual]</code></td>
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<p>
This method modifies an operator <img class="formulaInl" alt="$ L $" src="form_50.png"> before it is applied to an array <img class="formulaInl" alt="$ u $" src="form_203.png"> so that <img class="formulaInl" alt="$ v = Lu $" src="form_204.png"> will satisfy the given condition.
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<a class="anchor" name="d39ad7ad5ed0434b46036b0179e225f6"></a><!-- doxytag: member="QuantLib::BoundaryCondition::applyAfterApplying" ref="d39ad7ad5ed0434b46036b0179e225f6" args="(array_type &) const =0" -->
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<td class="memname">virtual void applyAfterApplying </td>
<td>(</td>
<td class="paramtype">array_type & </td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [pure virtual]</code></td>
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</div>
<div class="memdoc">
<p>
This method modifies an array <img class="formulaInl" alt="$ u $" src="form_203.png"> so that it satisfies the given condition.
</div>
</div><p>
<a class="anchor" name="3b7d9d45ad90d4008c468da1fa4261f0"></a><!-- doxytag: member="QuantLib::BoundaryCondition::applyBeforeSolving" ref="3b7d9d45ad90d4008c468da1fa4261f0" args="(operator_type &, array_type &rhs) const =0" -->
<div class="memitem">
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<td class="memname">virtual void applyBeforeSolving </td>
<td>(</td>
<td class="paramtype">operator_type & </td>
<td class="paramname">, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">array_type & </td>
<td class="paramname"> <em>rhs</em></td><td> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td></td><td width="100%"> const<code> [pure virtual]</code></td>
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<p>
This method modifies an operator <img class="formulaInl" alt="$ L $" src="form_50.png"> before the linear system <img class="formulaInl" alt="$ Lu' = u $" src="form_205.png"> is solved so that <img class="formulaInl" alt="$ u' $" src="form_206.png"> will satisfy the given condition.
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<a class="anchor" name="22a8d3cbef1d118eda60ed4c5e8cf6a9"></a><!-- doxytag: member="QuantLib::BoundaryCondition::applyAfterSolving" ref="22a8d3cbef1d118eda60ed4c5e8cf6a9" args="(array_type &) const =0" -->
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<td class="memname">virtual void applyAfterSolving </td>
<td>(</td>
<td class="paramtype">array_type & </td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"> const<code> [pure virtual]</code></td>
</tr>
</table>
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<div class="memdoc">
<p>
This method modifies an array <img class="formulaInl" alt="$ u $" src="form_203.png"> so that it satisfies the given condition.
</div>
</div><p>
<a class="anchor" name="f133a9178f8e738a5e5c51670cb37b1a"></a><!-- doxytag: member="QuantLib::BoundaryCondition::setTime" ref="f133a9178f8e738a5e5c51670cb37b1a" args="(Time t)=0" -->
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<td class="memname">virtual void setTime </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname"> <em>t</em> </td>
<td> ) </td>
<td width="100%"><code> [pure virtual]</code></td>
</tr>
</table>
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<p>
This method sets the current time for time-dependent boundary conditions.
<p>Implemented in <a class="el" href="class_quant_lib_1_1_neumann_b_c.html#6e60101b2af13783da6aa3d7cee67acb">NeumannBC</a>, and <a class="el" href="class_quant_lib_1_1_dirichlet_b_c.html#6e60101b2af13783da6aa3d7cee67acb">DirichletBC</a>.</p>
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