BoundaryCondition Class Template Reference
[Finite-differences framework]
#include <ql/methods/finitedifferences/boundarycondition.hpp>
Detailed Description
template<class Operator>
class QuantLib::BoundaryCondition< Operator >
Abstract boundary condition class for finite difference problems.
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 |
Member Enumeration Documentation
Member Function Documentation
virtual void applyBeforeApplying | ( | operator_type & | ) | const [pure virtual] |
This method modifies an operator before it is applied to an array
so that
will satisfy the given condition.
Implemented in NeumannBC, and DirichletBC.
virtual void applyAfterApplying | ( | array_type & | ) | const [pure virtual] |
This method modifies an array so that it satisfies the given condition.
Implemented in NeumannBC, and DirichletBC.
virtual void applyBeforeSolving | ( | operator_type & | , | |
array_type & | rhs | |||
) | const [pure virtual] |
This method modifies an operator before the linear system
is solved so that
will satisfy the given condition.
Implemented in NeumannBC, and DirichletBC.
virtual void applyAfterSolving | ( | array_type & | ) | const [pure virtual] |
This method modifies an array so that it satisfies the given condition.
Implemented in NeumannBC, and DirichletBC.
virtual void setTime | ( | Time | t | ) | [pure virtual] |
This method sets the current time for time-dependent boundary conditions.
Implemented in NeumannBC, and DirichletBC.