QuantLib: a free/open-source library for quantitative finance
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Public Types | Public Member Functions | Private Member Functions | Private Attributes | List of all members
BoundaryConditionSchemeHelper Class Reference

#include <ql/methods/finitedifferences/schemes/boundaryconditionschemehelper.hpp>

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Public Types

typedef OperatorTraits< FdmLinearOp >::array_type array_type
 
typedef OperatorTraits< FdmLinearOp >::operator_type operator_type
 

Public Member Functions

 BoundaryConditionSchemeHelper (OperatorTraits< FdmLinearOp >::bc_set bcSet)
 
void applyBeforeApplying (operator_type &op) const
 
void applyBeforeSolving (operator_type &op, array_type &a) const
 
void applyAfterApplying (array_type &a) const
 
void applyAfterSolving (array_type &a) const
 
void setTime (Time t) const
 

Private Member Functions

 BoundaryConditionSchemeHelper ()=default
 

Private Attributes

OperatorTraits< FdmLinearOp >::bc_set bcSet_
 

Detailed Description

Definition at line 32 of file boundaryconditionschemehelper.hpp.

Member Typedef Documentation

◆ array_type

typedef OperatorTraits<FdmLinearOp>::array_type array_type

Definition at line 34 of file boundaryconditionschemehelper.hpp.

◆ operator_type

typedef OperatorTraits<FdmLinearOp>::operator_type operator_type

Definition at line 35 of file boundaryconditionschemehelper.hpp.

Constructor & Destructor Documentation

◆ BoundaryConditionSchemeHelper() [1/2]

Definition at line 37 of file boundaryconditionschemehelper.hpp.

◆ BoundaryConditionSchemeHelper() [2/2]

BoundaryConditionSchemeHelper ( )
privatedefault

Member Function Documentation

◆ applyBeforeApplying()

void applyBeforeApplying ( operator_type op) const

Definition at line 40 of file boundaryconditionschemehelper.hpp.

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◆ applyBeforeSolving()

void applyBeforeSolving ( operator_type op,
array_type a 
) const

Definition at line 44 of file boundaryconditionschemehelper.hpp.

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◆ applyAfterApplying()

void applyAfterApplying ( array_type a) const

Definition at line 48 of file boundaryconditionschemehelper.hpp.

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◆ applyAfterSolving()

void applyAfterSolving ( array_type a) const

Definition at line 52 of file boundaryconditionschemehelper.hpp.

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◆ setTime()

void setTime ( Time  t) const

Definition at line 56 of file boundaryconditionschemehelper.hpp.

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Member Data Documentation

◆ bcSet_

OperatorTraits<FdmLinearOp>::bc_set bcSet_
private

Definition at line 63 of file boundaryconditionschemehelper.hpp.