QuantLib: DirichletBC Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | List of all members
DirichletBC Class Reference
Finite-differences framework

Neumann boundary condition (i.e., constant value) More...

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

Inheritance diagram for DirichletBC:
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## Public Member Functions
| DirichletBC (Real value, Side side)
void | applyBeforeApplying (TridiagonalOperator &) const
void | applyAfterApplying (Array &) const
void | applyBeforeSolving (TridiagonalOperator &, Array &rhs) const
void | applyAfterSolving (Array &) const
void | setTime (Time)
Public Member Functions inherited from BoundaryCondition< TridiagonalOperator >
virtual void | applyAfterApplying (array_type &) const=0
virtual void | applyBeforeSolving (operator_type &, array_type &rhs) const=0
virtual void | applyAfterSolving (array_type &) const=0

## Additional Inherited Members
Public Types inherited from BoundaryCondition< TridiagonalOperator >
enum | Side
typedef TridiagonalOperator | operator_type
typedef Operator::array_type | array_type

## Detailed Description

Neumann boundary condition (i.e., constant value)

## Member Function Documentation

## ◆ applyBeforeApplying()

void applyBeforeApplying | ( | TridiagonalOperator & |  | ) | const
| virtual

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< TridiagonalOperator >.

## ◆ setTime()

void setTime | ( | Time | t | ) |
| virtual

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

Implements BoundaryCondition< TridiagonalOperator >.