ql/methods/finitedifferences/boundarycondition.hpp File Reference
Detailed Description
boundary conditions for differential operators
#include <ql/utilities/null.hpp>
#include <ql/methods/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... |