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<title>QuantLib: BoundaryCondition Class Template Reference</title>
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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 &lt;ql/methods/finitedifferences/boundarycondition.hpp&gt;</code>
<p>
<div class="dynheader">
Inheritance diagram for BoundaryCondition:</div>
<div class="dynsection">
<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>

<p>
<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&lt;class Operator&gt;<br>
 class QuantLib::BoundaryCondition&lt; Operator &gt;</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 &nbsp;</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&nbsp;</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&nbsp;</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&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html#54cb24c54bd6209f5050ff45f49f5c4d">applyBeforeApplying</a> (operator_type &amp;) const =0</td></tr>

<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html#d39ad7ad5ed0434b46036b0179e225f6">applyAfterApplying</a> (array_type &amp;) const =0</td></tr>

<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html#3b7d9d45ad90d4008c468da1fa4261f0">applyBeforeSolving</a> (operator_type &amp;, array_type &amp;rhs) const =0</td></tr>

<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html#22a8d3cbef1d118eda60ed4c5e8cf6a9">applyAfterSolving</a> (array_type &amp;) const =0</td></tr>

<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</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="" -->
<div class="memitem">
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        <tr>
          <td class="memname">enum <a class="el" href="class_quant_lib_1_1_boundary_condition.html#8c0137d7160ad71b6ed265c53c99ed00">Side</a>          </td>
        </tr>
      </table>
</div>
<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>

</div>
</div><p>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="54cb24c54bd6209f5050ff45f49f5c4d"></a><!-- doxytag: member="QuantLib::BoundaryCondition::applyBeforeApplying" ref="54cb24c54bd6209f5050ff45f49f5c4d" args="(operator_type &amp;) const =0" -->
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          <td class="memname">virtual void applyBeforeApplying           </td>
          <td>(</td>
          <td class="paramtype">operator_type &amp;&nbsp;</td>
          <td class="paramname">          </td>
          <td>&nbsp;)&nbsp;</td>
          <td width="100%"> const<code> [pure virtual]</code></td>
        </tr>
      </table>
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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 $" src="form_204.png"> will satisfy the given condition. 
</div>
</div><p>
<a class="anchor" name="d39ad7ad5ed0434b46036b0179e225f6"></a><!-- doxytag: member="QuantLib::BoundaryCondition::applyAfterApplying" ref="d39ad7ad5ed0434b46036b0179e225f6" args="(array_type &amp;) const =0" -->
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          <td class="memname">virtual void applyAfterApplying           </td>
          <td>(</td>
          <td class="paramtype">array_type &amp;&nbsp;</td>
          <td class="paramname">          </td>
          <td>&nbsp;)&nbsp;</td>
          <td width="100%"> const<code> [pure virtual]</code></td>
        </tr>
      </table>
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<p>
This method modifies an array <img class="formulaInl" alt="$ u $" src="form_203.png"> so that it satisfies the given condition. 
</div>
</div><p>
<a class="anchor" name="3b7d9d45ad90d4008c468da1fa4261f0"></a><!-- doxytag: member="QuantLib::BoundaryCondition::applyBeforeSolving" ref="3b7d9d45ad90d4008c468da1fa4261f0" args="(operator_type &amp;, array_type &amp;rhs) const =0" -->
<div class="memitem">
<div class="memproto">
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          <td class="memname">virtual void applyBeforeSolving           </td>
          <td>(</td>
          <td class="paramtype">operator_type &amp;&nbsp;</td>
          <td class="paramname">, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">array_type &amp;&nbsp;</td>
          <td class="paramname"> <em>rhs</em></td><td>&nbsp;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td></td><td width="100%"> const<code> [pure virtual]</code></td>
        </tr>
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<p>
This method modifies an operator <img class="formulaInl" alt="$ 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. 
</div>
</div><p>
<a class="anchor" name="22a8d3cbef1d118eda60ed4c5e8cf6a9"></a><!-- doxytag: member="QuantLib::BoundaryCondition::applyAfterSolving" ref="22a8d3cbef1d118eda60ed4c5e8cf6a9" args="(array_type &amp;) const =0" -->
<div class="memitem">
<div class="memproto">
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          <td class="memname">virtual void applyAfterSolving           </td>
          <td>(</td>
          <td class="paramtype">array_type &amp;&nbsp;</td>
          <td class="paramname">          </td>
          <td>&nbsp;)&nbsp;</td>
          <td width="100%"> const<code> [pure virtual]</code></td>
        </tr>
      </table>
</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="f133a9178f8e738a5e5c51670cb37b1a"></a><!-- doxytag: member="QuantLib::BoundaryCondition::setTime" ref="f133a9178f8e738a5e5c51670cb37b1a" args="(Time t)=0" -->
<div class="memitem">
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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>&nbsp;</td>
          <td class="paramname"> <em>t</em>          </td>
          <td>&nbsp;)&nbsp;</td>
          <td width="100%"><code> [pure virtual]</code></td>
        </tr>
      </table>
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<div class="memdoc">

<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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