QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Neumann boundary condition (i.e., constant derivative) More...
#include <boundarycondition.hpp>
Public Member Functions | |
NeumannBC (Real value, Side side) | |
void | applyBeforeApplying (TridiagonalOperator &) const override |
void | applyAfterApplying (Array &) const override |
void | applyBeforeSolving (TridiagonalOperator &, Array &rhs) const override |
void | applyAfterSolving (Array &) const override |
void | setTime (Time) override |
Public Member Functions inherited from BoundaryCondition< TridiagonalOperator > | |
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 | |
Real | value_ |
Side | side_ |
Additional Inherited Members | |
Public Types inherited from BoundaryCondition< TridiagonalOperator > | |
enum | Side |
typedef TridiagonalOperator | operator_type |
typedef Operator::array_type | array_type |
Neumann boundary condition (i.e., constant derivative)
Definition at line 76 of file boundarycondition.hpp.
Definition at line 24 of file boundarycondition.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< TridiagonalOperator >.
Definition at line 27 of file boundarycondition.cpp.
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override |
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override |
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override |
Definition at line 69 of file boundarycondition.cpp.
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overridevirtual |
This method sets the current time for time-dependent boundary conditions.
Implements BoundaryCondition< TridiagonalOperator >.
Definition at line 84 of file boundarycondition.hpp.
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private |
Definition at line 87 of file boundarycondition.hpp.
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private |
Definition at line 88 of file boundarycondition.hpp.