QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
boundarycondition.hpp File Reference

boundary conditions for differential operators More...

#include <ql/utilities/null.hpp>
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>

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Classes

class  BoundaryCondition< Operator >
 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...
 

Namespaces

namespace  QuantLib
 

Detailed Description

boundary conditions for differential operators

Definition in file boundarycondition.hpp.