QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

NeumannBC Class Reference #include <boundarycondition.hpp> Inheritance diagram for NeumannBC: [legend]List of all members. 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]. Todo: generalize to time-dependent conditions. Public Member Functions   NeumannBC (double value, Side side) void  applyBeforeApplying (TridiagonalOperator &) const void  applyAfterApplying (Array &) const void  applyBeforeSolving (TridiagonalOperator &, Array &rhs) const void  applyAfterSolving (Array &) const void  setTime (Time t) Member Function Documentation void setTime (  Time  t  )  [virtual]   This method sets the current time for time-dependent boundary conditions. Implements BoundaryCondition< TridiagonalOperator >. The documentation for this class was generated from the following files: ql/FiniteDifferences/boundarycondition.hpp ql/FiniteDifferences/boundarycondition.cpp

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