QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Filon's formulae for sine and cosine Integrals. More...
#include <ql/errors.hpp>
#include <ql/utilities/null.hpp>
#include <ql/math/array.hpp>
#include <ql/math/functional.hpp>
#include <ql/math/integrals/filonintegral.hpp>
#include <cmath>
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namespace | QuantLib |
Filon's formulae for sine and cosine Integrals.
Definition in file filonintegral.cpp.