Re: QuantLib enhancement proposals

Posted by Luigi Ballabio-4 on Oct 26, 2001; 2:24am
URL: http://quantlib.414.s1.nabble.com/QuantLib-enhancement-proposals-tp1779p1781.html

Hi Nicolas,

At 02:01 PM 10/25/01 +0200, Nicolas Di Césaré wrote:
>I just have look to the boundary condition proposal. It is not clear for
>me how do you treat time dependent or free boundary conditions with your
>design. Could you give more details, please?

<cough> Well, as for the time dependence, I forgot it. <cough>
The way I would treat it would be to add a setTime(Time t) method to the
BoundaryCondition interface which would be implemented by the derived BC
classes and would be called by the evolver before calling the other
methods. It might make sense to give it a default implementation which does
nothing.
I'll be updating the QuEP as soon as I find time.

As for your second question, what do you mean by free boundary conditions?
If you mean "no particular boundary condition given", it would be exactly
that---one wouldn't give any particular boundary condition, either by
passing a null Handle<BC> or implementing a NullBC class whose methods do
nothing. Of course this wouldn't exactly mean "no boundary condition",
since as long as you have a first row and a last row in your operator you
have two corresponding boundary conditions... but I'm probably missing
something here. Could you give more details, please?

Bye for now,
                 Luigi