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Sourcecode: quantlib version File versions

boundarycondition.hpp File Reference


Detailed Description

boundary conditions for differential operators

Definition in file boundarycondition.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

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...


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