QuantLib::NeumannBC

NeumannBC Class Reference
[Finite-differences framework]

#include <ql/FiniteDifferences/boundarycondition.hpp>

Inheritance diagram for NeumannBC:

Detailed Description

Neumann boundary condition (i.e., constant derivative).

Warning:: The value passed must not be the value of the derivative. Instead, it must be comprehensive of the grid step between the first two points--i.e., it must be the difference between f[0] and f[1].

Public Member Functions

NeumannBC (Real value, Side side)

void applyBeforeApplying (TridiagonalOperator &) const

void applyAfterApplying (Array &) const

void applyBeforeSolving (TridiagonalOperator &, Array &rhs) const

void applyAfterSolving (Array &) const

void setTime (Time)

void applyBeforeApplying ( TridiagonalOperator & ) const [virtual]

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 >.

void applyAfterApplying ( Array & ) const [virtual]

This method modifies an array $ u $ so that it satisfies the given condition.
Implements BoundaryCondition< TridiagonalOperator >.

void applyBeforeSolving ( TridiagonalOperator & ,

Array & rhs

) const [virtual]

This method modifies an operator $ L $ before the linear system $ Lu' = u $ is solved so that $ u' $ will satisfy the given condition.
Implements BoundaryCondition< TridiagonalOperator >.

void applyAfterSolving ( Array & ) const [virtual]

This method modifies an array $ u $ so that it satisfies the given condition.
Implements BoundaryCondition< TridiagonalOperator >.

void setTime ( Time ) [virtual]

This method sets the current time for time-dependent boundary conditions.
Implements BoundaryCondition< TridiagonalOperator >.


Public Member Functions
	NeumannBC (Real value, Side side)
void	applyBeforeApplying (TridiagonalOperator &) const
void	applyAfterApplying (Array &) const
void	applyBeforeSolving (TridiagonalOperator &, Array &rhs) const
void	applyAfterSolving (Array &) const
void	setTime (Time)