QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <fdmdiscountdirichletboundary.hpp>
Public Types | |
typedef FdmLinearOp | operator_type |
typedef FdmLinearOp::array_type | array_type |
typedef BoundaryCondition< FdmLinearOp >::Side | Side |
Public Types inherited from BoundaryCondition< FdmLinearOp > | |
enum | Side |
typedef FdmLinearOp | operator_type |
typedef Operator::array_type | array_type |
Public Member Functions | |
FdmDiscountDirichletBoundary (const ext::shared_ptr< FdmMesher > &mesher, const ext::shared_ptr< YieldTermStructure > &rTS, Time maturityTime, Real valueOnBoundary, Size direction, Side side) | |
void | setTime (Time) override |
void | applyBeforeApplying (operator_type &) const override |
void | applyBeforeSolving (operator_type &, array_type &) const override |
void | applyAfterApplying (array_type &) const override |
void | applyAfterSolving (array_type &) const override |
Public Member Functions inherited from BoundaryCondition< FdmLinearOp > | |
virtual | ~BoundaryCondition ()=default |
virtual void | applyBeforeApplying (operator_type &) const=0 |
virtual void | applyAfterApplying (array_type &) const=0 |
virtual void | applyBeforeSolving (operator_type &, array_type &rhs) const=0 |
virtual void | applyAfterSolving (array_type &) const=0 |
virtual void | setTime (Time t)=0 |
Private Attributes | |
const ext::shared_ptr< FdmTimeDepDirichletBoundary > | bc_ |
Definition at line 34 of file fdmdiscountdirichletboundary.hpp.
typedef FdmLinearOp operator_type |
Definition at line 37 of file fdmdiscountdirichletboundary.hpp.
typedef FdmLinearOp::array_type array_type |
Definition at line 38 of file fdmdiscountdirichletboundary.hpp.
typedef BoundaryCondition<FdmLinearOp>::Side Side |
Definition at line 39 of file fdmdiscountdirichletboundary.hpp.
FdmDiscountDirichletBoundary | ( | const ext::shared_ptr< FdmMesher > & | mesher, |
const ext::shared_ptr< YieldTermStructure > & | rTS, | ||
Time | maturityTime, | ||
Real | valueOnBoundary, | ||
Size | direction, | ||
Side | side | ||
) |
Definition at line 49 of file fdmdiscountdirichletboundary.cpp.
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overridevirtual |
This method sets the current time for time-dependent boundary conditions.
Implements BoundaryCondition< FdmLinearOp >.
Definition at line 63 of file fdmdiscountdirichletboundary.cpp.
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overridevirtual |
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< FdmLinearOp >.
Definition at line 66 of file fdmdiscountdirichletboundary.cpp.
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override |
Definition at line 70 of file fdmdiscountdirichletboundary.cpp.
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override |
Definition at line 74 of file fdmdiscountdirichletboundary.cpp.
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override |
Definition at line 77 of file fdmdiscountdirichletboundary.cpp.
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private |
Definition at line 55 of file fdmdiscountdirichletboundary.hpp.