BoundaryCondition< Operator > Class Template Reference

Abstract boundary condition class for finite difference problems. More...

#include <ql/methods/finitedifferences/boundarycondition.hpp>

Public Types
enum	Side { None , Upper , Lower }
typedef Operator	operator_type
typedef Operator::array_type	array_type

Public Member Functions
virtual void	applyBeforeApplying (operator_type &) const =0
virtual void	applyAfterApplying (array_type &) const =0
virtual void	applyBeforeSolving (operator_type &, array_type &rhs) const =0
virtual void	applyAfterSolving (array_type &) const =0
virtual void	setTime (Time t)=0

Detailed Description

template<class Operator>
class QuantLib::BoundaryCondition< Operator >

Abstract boundary condition class for finite difference problems.

Member Enumeration Documentation

Side

template<class Operator>

enum Side

Member Function Documentation

applyBeforeApplying()

template<class Operator>

virtual void applyBeforeApplying ( operator_type & ) const

pure virtual

This method modifies an operator \( L \) before it is applied to an array \( u \) so that \( v = Lu \) will satisfy the given condition.

Implemented in DirichletBC, and NeumannBC.

applyAfterApplying()

template<class Operator>

virtual void applyAfterApplying ( array_type & ) const

pure virtual

This method modifies an array \( u \) so that it satisfies the given condition.

Implemented in DirichletBC, and NeumannBC.

applyBeforeSolving()

template<class Operator>

virtual void applyBeforeSolving ( operator_type & , array_type & rhs ) const

pure virtual

This method modifies an operator \( L \) before the linear system \( Lu' = u \) is solved so that \( u' \) will satisfy the given condition.

Implemented in DirichletBC, and NeumannBC.

applyAfterSolving()

template<class Operator>

virtual void applyAfterSolving ( array_type & ) const

pure virtual

This method modifies an array \( u \) so that it satisfies the given condition.

Implemented in DirichletBC, and NeumannBC.

setTime()

template<class Operator>

virtual void setTime ( Time t )

pure virtual

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

Implemented in DirichletBC, and NeumannBC.