QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
math
expm1.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2023 Klaus Spanderen
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file expm1.hpp
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\brief complex versions of expm1 and logp1
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*/
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#ifndef quantlib_expm1_hpp
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#define quantlib_expm1_hpp
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#include <
ql/types.hpp
>
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#include <complex>
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namespace
QuantLib
{
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std::complex<Real>
expm1
(
const
std::complex<Real>& z);
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std::complex<Real>
log1p
(
const
std::complex<Real>& z);
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}
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#endif
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QuantLib
Definition:
any.hpp:35
QuantLib::log1p
std::complex< Real > log1p(const std::complex< Real > &z)
Definition:
expm1.cpp:42
QuantLib::expm1
std::complex< Real > expm1(const std::complex< Real > &z)
Definition:
expm1.cpp:26
types.hpp
Custom types.
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