FdmDiscountDirichletBoundary Class Reference

#include <fdmdiscountdirichletboundary.hpp>

Inheritance diagram for FdmDiscountDirichletBoundary:

Collaboration diagram for FdmDiscountDirichletBoundary:

Public Types
typedef FdmLinearOp	operator_type
typedef FdmLinearOp::array_type	array_type
typedef BoundaryCondition< FdmLinearOp >::Side	Side
Public Types inherited from BoundaryCondition< FdmLinearOp >
enum	Side
typedef FdmLinearOp	operator_type
typedef Operator::array_type	array_type

Public Member Functions
	FdmDiscountDirichletBoundary (const ext::shared_ptr< FdmMesher > &mesher, const ext::shared_ptr< YieldTermStructure > &rTS, Time maturityTime, Real valueOnBoundary, Size direction, Side side)
void	setTime (Time) override
void	applyBeforeApplying (operator_type &) const override
void	applyBeforeSolving (operator_type &, array_type &) const override
void	applyAfterApplying (array_type &) const override
void	applyAfterSolving (array_type &) const override
Public Member Functions inherited from BoundaryCondition< FdmLinearOp >
virtual	~BoundaryCondition ()=default
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

Private Attributes
const ext::shared_ptr< FdmTimeDepDirichletBoundary >	bc_

Detailed Description

Definition at line 34 of file fdmdiscountdirichletboundary.hpp.

Member Typedef Documentation

operator_type

typedef FdmLinearOp operator_type

Definition at line 37 of file fdmdiscountdirichletboundary.hpp.

array_type

typedef FdmLinearOp::array_type array_type

Definition at line 38 of file fdmdiscountdirichletboundary.hpp.

Side

typedef BoundaryCondition<FdmLinearOp>::Side Side

Definition at line 39 of file fdmdiscountdirichletboundary.hpp.

Constructor & Destructor Documentation

FdmDiscountDirichletBoundary()

FdmDiscountDirichletBoundary	(	const ext::shared_ptr< FdmMesher > &	mesher,
		const ext::shared_ptr< YieldTermStructure > &	rTS,
		Time	maturityTime,
		Real	valueOnBoundary,
		Size	direction,
		Side	side
	)

Definition at line 49 of file fdmdiscountdirichletboundary.cpp.

Member Function Documentation

setTime()

void setTime ( Time  t )

overridevirtual

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

Implements BoundaryCondition< FdmLinearOp >.

Definition at line 63 of file fdmdiscountdirichletboundary.cpp.

applyBeforeApplying()

void applyBeforeApplying ( operator_type &  ) const

overridevirtual

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

Implements BoundaryCondition< FdmLinearOp >.

Definition at line 66 of file fdmdiscountdirichletboundary.cpp.

applyBeforeSolving()

void applyBeforeSolving ( operator_type &  op, array_type &  r  ) const

override

Definition at line 70 of file fdmdiscountdirichletboundary.cpp.

applyAfterApplying()

void applyAfterApplying ( array_type &  r ) const

override

Definition at line 74 of file fdmdiscountdirichletboundary.cpp.

applyAfterSolving()

void applyAfterSolving ( array_type &  r ) const

override

Definition at line 77 of file fdmdiscountdirichletboundary.cpp.

Member Data Documentation

bc_

const ext::shared_ptr<FdmTimeDepDirichletBoundary> bc_

private

Definition at line 55 of file fdmdiscountdirichletboundary.hpp.