QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
filonintegral.hpp File Reference

Filon's formulae for sine and cosine Integrals. More...

#include <ql/math/integrals/integral.hpp>

Go to the source code of this file.

Classes

class  FilonIntegral
 Integral of a one-dimensional function. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Filon's formulae for sine and cosine Integrals.

Definition in file filonintegral.hpp.