QuantLib::DirichletBC

DirichletBC Class Reference
[Finite-differences framework]

#include <ql/FiniteDifferences/boundarycondition.hpp>

Inheritance diagram for DirichletBC:

Detailed Description

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

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)

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 >.

void applyAfterApplying ( Array & ) const [virtual]

This method modifies an array $ u $ so that it satisfies the given condition.
Implements BoundaryCondition< TridiagonalOperator >.

void applyBeforeSolving ( TridiagonalOperator & ,

Array & rhs

) const [virtual]

This method modifies an operator $ L $ before the linear system $ Lu' = u $ is solved so that $ u' $ will satisfy the given condition.
Implements BoundaryCondition< TridiagonalOperator >.

void applyAfterSolving ( Array & ) const [virtual]

This method modifies an array $ u $ so that it satisfies the given condition.
Implements BoundaryCondition< TridiagonalOperator >.

void setTime ( Time ) [virtual]

This method sets the current time for time-dependent boundary conditions.
Implements BoundaryCondition< TridiagonalOperator >.