QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
Loading...
Searching...
No Matches
ql
math
integrals
exponentialintegrals.hpp
1
/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3
/*
4
Copyright (C) 2020 Klaus Spanderen
5
6
This file is part of QuantLib, a free-software/open-source library
7
for financial quantitative analysts and developers - http://quantlib.org/
8
9
QuantLib is free software: you can redistribute it and/or modify it
10
under the terms of the QuantLib license. You should have received a
11
copy of the license along with this program; if not, please email
12
<quantlib-dev@lists.sf.net>. The license is also available online at
13
<http://quantlib.org/license.shtml>.
14
15
This program is distributed in the hope that it will be useful, but WITHOUT
16
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17
FOR A PARTICULAR PURPOSE. See the license for more details.
18
*/
19
23
#include <ql/types.hpp>
24
25
#include <complex>
26
27
namespace
QuantLib
{
33
namespace
ExponentialIntegral {
34
Real
Si
(
Real
x);
35
Real
Ci
(
Real
x);
36
37
std::complex<Real>
Ci
(std::complex<Real> z);
38
std::complex<Real>
Si
(std::complex<Real> z);
39
std::complex<Real>
E1
(std::complex<Real> z);
40
std::complex<Real>
Ei
(std::complex<Real> z);
41
}
42
}
QuantLib::Real
QL_REAL Real
real number
Definition:
types.hpp:50
QuantLib::ExponentialIntegral::Si
Real Si(Real x)
Definition:
exponentialintegrals.cpp:79
QuantLib::ExponentialIntegral::Ci
Real Ci(Real x)
Definition:
exponentialintegrals.cpp:102
QuantLib::ExponentialIntegral::Ei
std::complex< Real > Ei(std::complex< Real > z)
Definition:
exponentialintegrals.cpp:142
QuantLib::ExponentialIntegral::E1
std::complex< Real > E1(std::complex< Real > z)
Definition:
exponentialintegrals.cpp:126
QuantLib
Definition:
any.hpp:35
Generated by
Doxygen
1.9.5