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<a href="#pub-types">Public Types</a> |
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<div class="title">BoundaryCondition< Operator > Class Template Reference<div class="ingroups"><a class="el" href="group__findiff.html">Finite-differences framework</a></div></div> </div>
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<!-- doxytag: class="QuantLib::BoundaryCondition" -->
<p>Abstract boundary condition class for finite difference problems.
<a href="class_quant_lib_1_1_boundary_condition.html#details">More...</a></p>
<p><code>#include <ql/methods/finitedifferences/boundarycondition.hpp></code></p>
<p><a href="class_quant_lib_1_1_boundary_condition-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html#a8c0137d7160ad71b6ed265c53c99ed00">Side</a> { <b>None</b>,
<b>Upper</b>,
<b>Lower</b>
}</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a158330dcc465dcd323e801d462791ac4"></a><!-- doxytag: member="QuantLib::BoundaryCondition::operator_type" ref="a158330dcc465dcd323e801d462791ac4" args="" -->
typedef Operator </td><td class="memItemRight" valign="bottom"><b>operator_type</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a736e8d4a0263c9dd7a6f33aa7615c767"></a><!-- doxytag: member="QuantLib::BoundaryCondition::array_type" ref="a736e8d4a0263c9dd7a6f33aa7615c767" args="" -->
typedef Operator::array_type </td><td class="memItemRight" valign="bottom"><b>array_type</b></td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html#a54cb24c54bd6209f5050ff45f49f5c4d">applyBeforeApplying</a> (operator_type &) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html#ad39ad7ad5ed0434b46036b0179e225f6">applyAfterApplying</a> (array_type &) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html#a3b7d9d45ad90d4008c468da1fa4261f0">applyBeforeSolving</a> (operator_type &, array_type &rhs) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html#a22a8d3cbef1d118eda60ed4c5e8cf6a9">applyAfterSolving</a> (array_type &) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_boundary_condition.html#af133a9178f8e738a5e5c51670cb37b1a">setTime</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t)=0</td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<class Operator><br/>
class QuantLib::BoundaryCondition< Operator ></h3>
<p>Abstract boundary condition class for finite difference problems. </p>
</div><hr/><h2>Member Enumeration Documentation</h2>
<a class="anchor" id="a8c0137d7160ad71b6ed265c53c99ed00"></a><!-- doxytag: member="QuantLib::BoundaryCondition::Side" ref="a8c0137d7160ad71b6ed265c53c99ed00" args="" -->
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<td class="memname">enum <a class="el" href="class_quant_lib_1_1_boundary_condition.html#a8c0137d7160ad71b6ed265c53c99ed00">Side</a></td>
</tr>
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<dl class="todo"><dt><b><a class="el" href="todo.html#_todo000044">Possible enhancements:</a></b></dt><dd>Generalize for n-dimensional conditions </dd></dl>
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<hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a54cb24c54bd6209f5050ff45f49f5c4d"></a><!-- doxytag: member="QuantLib::BoundaryCondition::applyBeforeApplying" ref="a54cb24c54bd6209f5050ff45f49f5c4d" args="(operator_type &) const =0" -->
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<td class="memname">virtual void <a class="el" href="class_quant_lib_1_1_boundary_condition.html#a54cb24c54bd6209f5050ff45f49f5c4d">applyBeforeApplying</a> </td>
<td>(</td>
<td class="paramtype">operator_type & </td>
<td class="paramname"></td><td>)</td>
<td> const<code> [pure virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>This method modifies an operator <img class="formulaInl" alt="$ L $" src="form_46.png"/> before it is applied to an array <img class="formulaInl" alt="$ u $" src="form_271.png"/> so that <img class="formulaInl" alt="$ v = Lu $" src="form_272.png"/> will satisfy the given condition. </p>
<p>Implemented in <a class="el" href="class_quant_lib_1_1_dirichlet_b_c.html#ab906412b49c195a549d177f62342ef0d">DirichletBC</a>, and <a class="el" href="class_quant_lib_1_1_neumann_b_c.html#ab906412b49c195a549d177f62342ef0d">NeumannBC</a>.</p>
</div>
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<a class="anchor" id="ad39ad7ad5ed0434b46036b0179e225f6"></a><!-- doxytag: member="QuantLib::BoundaryCondition::applyAfterApplying" ref="ad39ad7ad5ed0434b46036b0179e225f6" args="(array_type &) const =0" -->
<div class="memitem">
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<table class="memname">
<tr>
<td class="memname">virtual void <a class="el" href="class_quant_lib_1_1_boundary_condition.html#ad39ad7ad5ed0434b46036b0179e225f6">applyAfterApplying</a> </td>
<td>(</td>
<td class="paramtype">array_type & </td>
<td class="paramname"></td><td>)</td>
<td> const<code> [pure virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>This method modifies an array <img class="formulaInl" alt="$ u $" src="form_271.png"/> so that it satisfies the given condition. </p>
<p>Implemented in <a class="el" href="class_quant_lib_1_1_dirichlet_b_c.html#a518faf0242362b370a0b7686ed73f88c">DirichletBC</a>, and <a class="el" href="class_quant_lib_1_1_neumann_b_c.html#a518faf0242362b370a0b7686ed73f88c">NeumannBC</a>.</p>
</div>
</div>
<a class="anchor" id="a3b7d9d45ad90d4008c468da1fa4261f0"></a><!-- doxytag: member="QuantLib::BoundaryCondition::applyBeforeSolving" ref="a3b7d9d45ad90d4008c468da1fa4261f0" args="(operator_type &, array_type &rhs) const =0" -->
<div class="memitem">
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<td class="memname">virtual void <a class="el" href="class_quant_lib_1_1_boundary_condition.html#a3b7d9d45ad90d4008c468da1fa4261f0">applyBeforeSolving</a> </td>
<td>(</td>
<td class="paramtype">operator_type & </td>
<td class="paramname">, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">array_type & </td>
<td class="paramname"><em>rhs</em> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td> const<code> [pure virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>This method modifies an operator <img class="formulaInl" alt="$ L $" src="form_46.png"/> before the linear system <img class="formulaInl" alt="$ Lu' = u $" src="form_273.png"/> is solved so that <img class="formulaInl" alt="$ u' $" src="form_274.png"/> will satisfy the given condition. </p>
<p>Implemented in <a class="el" href="class_quant_lib_1_1_dirichlet_b_c.html#a64b4db3a4c8c7be8a29a179de646e929">DirichletBC</a>, and <a class="el" href="class_quant_lib_1_1_neumann_b_c.html#a64b4db3a4c8c7be8a29a179de646e929">NeumannBC</a>.</p>
</div>
</div>
<a class="anchor" id="a22a8d3cbef1d118eda60ed4c5e8cf6a9"></a><!-- doxytag: member="QuantLib::BoundaryCondition::applyAfterSolving" ref="a22a8d3cbef1d118eda60ed4c5e8cf6a9" args="(array_type &) const =0" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">virtual void <a class="el" href="class_quant_lib_1_1_boundary_condition.html#a22a8d3cbef1d118eda60ed4c5e8cf6a9">applyAfterSolving</a> </td>
<td>(</td>
<td class="paramtype">array_type & </td>
<td class="paramname"></td><td>)</td>
<td> const<code> [pure virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>This method modifies an array <img class="formulaInl" alt="$ u $" src="form_271.png"/> so that it satisfies the given condition. </p>
<p>Implemented in <a class="el" href="class_quant_lib_1_1_dirichlet_b_c.html#a7468ddf74a36a677b124dfcf09015a22">DirichletBC</a>, and <a class="el" href="class_quant_lib_1_1_neumann_b_c.html#a7468ddf74a36a677b124dfcf09015a22">NeumannBC</a>.</p>
</div>
</div>
<a class="anchor" id="af133a9178f8e738a5e5c51670cb37b1a"></a><!-- doxytag: member="QuantLib::BoundaryCondition::setTime" ref="af133a9178f8e738a5e5c51670cb37b1a" args="(Time t)=0" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">virtual void <a class="el" href="class_quant_lib_1_1_boundary_condition.html#af133a9178f8e738a5e5c51670cb37b1a">setTime</a> </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname"><em>t</em></td><td>)</td>
<td><code> [pure virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>This method sets the current time for time-dependent boundary conditions. </p>
<p>Implemented in <a class="el" href="class_quant_lib_1_1_dirichlet_b_c.html#a6e60101b2af13783da6aa3d7cee67acb">DirichletBC</a>, and <a class="el" href="class_quant_lib_1_1_neumann_b_c.html#a6e60101b2af13783da6aa3d7cee67acb">NeumannBC</a>.</p>
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