BoundaryCondition< Operator > Class Template Reference

Abstract boundary condition class for finite difference problems. More...

#include <ql/methods/finitedifferences/boundarycondition.hpp>

Inheritance diagram for BoundaryCondition< Operator >:

Collaboration diagram for BoundaryCondition< Operator >:

Public Types
enum	Side { None , Upper , Lower }
typedef Operator	operator_type
typedef Operator::array_type	array_type

Public Member Functions
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

Detailed Description

template<class Operator>
class QuantLib::BoundaryCondition< Operator >

Abstract boundary condition class for finite difference problems.

Definition at line 35 of file boundarycondition.hpp.

Member Typedef Documentation

operator_type

typedef Operator operator_type

Definition at line 38 of file boundarycondition.hpp.

array_type

typedef Operator::array_type array_type

Definition at line 39 of file boundarycondition.hpp.

Member Enumeration Documentation

Side

enum Side

Enumerator
None
Upper
Lower

Definition at line 41 of file boundarycondition.hpp.

Constructor & Destructor Documentation

~BoundaryCondition()

virtual ~BoundaryCondition ( )

virtualdefault

Member Function Documentation

applyBeforeApplying()

virtual void applyBeforeApplying ( operator_type &  ) const

pure virtual

This method modifies an operator \( L \) before it is applied to an array \( u \) so that \( v = Lu \) will satisfy the given condition.

Implemented in FdmDirichletBoundary, FdmDiscountDirichletBoundary, FdmTimeDepDirichletBoundary, NeumannBC, and DirichletBC.

applyAfterApplying()

virtual void applyAfterApplying ( array_type &  ) const

pure virtual

This method modifies an array \( u \) so that it satisfies the given condition.

applyBeforeSolving()

virtual void applyBeforeSolving ( operator_type &  , array_type &  rhs  ) const

pure virtual

This method modifies an operator \( L \) before the linear system \( Lu' = u \) is solved so that \( u' \) will satisfy the given condition.

applyAfterSolving()

virtual void applyAfterSolving ( array_type &  ) const

pure virtual

This method modifies an array \( u \) so that it satisfies the given condition.

setTime()

virtual void setTime ( Time  t )

pure virtual

This method sets the current time for time-dependent boundary conditions.

Implemented in NeumannBC, DirichletBC, FdmDirichletBoundary, FdmDiscountDirichletBoundary, and FdmTimeDepDirichletBoundary.