QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Functions
QuantLib::ExponentialIntegral Namespace Reference

Functions

Real Si (Real x)
 
Real Ci (Real x)
 
std::complex< RealEi (const std::complex< Real > &z, const std::complex< Real > &acc)
 
std::complex< RealEi (const std::complex< Real > &z)
 
std::complex< RealE1 (const std::complex< Real > &z)
 
std::complex< RealSi (const std::complex< Real > &z)
 
std::complex< RealCi (const std::complex< Real > &z)
 

Detailed Description

References:

B. Rowe et al: GALSIM: The modular galaxy image simulation toolkit https://arxiv.org/abs/1407.7676

V. Pegoraro, P. Slusallek: On the Evaluation of the Complex-Valued Exponential Integral https://www.sci.utah.edu/~vpegorar/research/2011_JGT.pdf

Function Documentation

◆ Si() [1/2]

Real Si ( Real  x)

Definition at line 77 of file exponentialintegrals.cpp.

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◆ Ci() [1/2]

Real Ci ( Real  x)

Definition at line 100 of file exponentialintegrals.cpp.

◆ Ei() [1/2]

std::complex< Real > Ei ( const std::complex< Real > &  z,
const std::complex< Real > &  acc 
)

Definition at line 123 of file exponentialintegrals.cpp.

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◆ Ei() [2/2]

std::complex< Real > Ei ( const std::complex< Real > &  z)

Definition at line 201 of file exponentialintegrals.cpp.

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◆ E1()

std::complex< Real > E1 ( const std::complex< Real > &  z)

Definition at line 205 of file exponentialintegrals.cpp.

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◆ Si() [2/2]

std::complex< Real > Si ( const std::complex< Real > &  z)

Definition at line 219 of file exponentialintegrals.cpp.

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◆ Ci() [2/2]

std::complex< Real > Ci ( const std::complex< Real > &  z)

Definition at line 239 of file exponentialintegrals.cpp.

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