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boundarycondition.hpp File Reference

boundary conditions for differential operators More...

#include <ql/Utilities/null.hpp>
#include <ql/FiniteDifferences/tridiagonaloperator.hpp>
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Classes

class  QuantLib::BoundaryCondition< Operator >
 Abstract boundary condition class for finite difference problems. More...
class  QuantLib::DirichletBC
 Neumann boundary condition (i.e., constant value) More...
class  QuantLib::NeumannBC
 Neumann boundary condition (i.e., constant derivative) More...

Detailed Description

boundary conditions for differential operators

Definition in file boundarycondition.hpp.


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