25#ifndef quantlib_fdm_time_dep_dirichlet_boundary_hpp
26#define quantlib_fdm_time_dep_dirichlet_boundary_hpp
35 class FdmLinearOpLayout;
45 ext::function<
Real(
Real)> valueOnBoundary,
50 ext::function<
Array(
Real)> valueOnBoundary,
boundary conditions for differential operators
1-D array used in linear algebra.
Abstract boundary condition class for finite difference problems.
FdmLinearOp::array_type array_type
void applyAfterSolving(array_type &) const override
BoundaryCondition< FdmLinearOp >::Side Side
void applyAfterApplying(array_type &) const override
void applyBeforeApplying(operator_type &) const override
void setTime(Time) override
FdmLinearOp operator_type
void applyBeforeSolving(operator_type &, array_type &) const override
const ext::function< Array(Real)> valuesOnBoundary_
const std::vector< Size > indices_
const ext::function< Real(Real)> valueOnBoundary_
linear operator to model a multi dimensinal pde system
Maps function, bind and cref to either the boost or std implementation.
Real Time
continuous quantity with 1-year units
std::size_t Size
size of a container