ql/FiniteDifferences/boundarycondition.hpp File Reference


Detailed Description

boundary conditions for differential operators

#include <ql/Utilities/null.hpp>
#include <ql/FiniteDifferences/tridiagonaloperator.hpp>

Include dependency graph for boundarycondition.hpp:


Namespaces

namespace  QuantLib

Classes

class  BoundaryCondition
 Abstract boundary condition class for finite difference problems. More...
class  NeumannBC
 Neumann boundary condition (i.e., constant derivative). More...
class  DirichletBC
 Neumann boundary condition (i.e., constant value). More...

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