QuantLib
: a free/open-source library for quantitative finance
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ql
mathconstants.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) 2010 StatPro Italia srl
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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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#ifndef quantlib_math_constants_hpp
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#define quantlib_math_constants_hpp
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#include <cmath>
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#ifndef M_E
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#define M_E 2.71828182845904523536
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#endif
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#ifndef M_LOG2E
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#define M_LOG2E 1.44269504088896340736
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#endif
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#ifndef M_LOG10E
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#define M_LOG10E 0.434294481903251827651
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#endif
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#ifndef M_IVLN10
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#define M_IVLN10 0.434294481903251827651
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#endif
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#ifndef M_LN2
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#define M_LN2 0.693147180559945309417
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#endif
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#ifndef M_LOG2_E
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#define M_LOG2_E 0.693147180559945309417
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#endif
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#ifndef M_LN10
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#define M_LN10 2.30258509299404568402
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#endif
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#ifndef M_PI
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# define M_PI 3.141592653589793238462643383280
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#endif
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#ifndef M_TWOPI
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#define M_TWOPI (M_PI * 2.0)
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#endif
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#ifndef M_PI_2
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#define M_PI_2 1.57079632679489661923
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#endif
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#ifndef M_PI_4
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#define M_PI_4 0.785398163397448309616
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#endif
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#ifndef M_3PI_4
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#define M_3PI_4 2.3561944901923448370E0
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#endif
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#ifndef M_SQRTPI
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#define M_SQRTPI 1.77245385090551602792981
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#endif
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#ifndef M_1_PI
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#define M_1_PI 0.318309886183790671538
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#endif
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#ifndef M_2_PI
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#define M_2_PI 0.636619772367581343076
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#endif
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#ifndef M_1_SQRTPI
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#define M_1_SQRTPI 0.564189583547756286948
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#endif
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#ifndef M_2_SQRTPI
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#define M_2_SQRTPI 1.12837916709551257390
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#endif
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#ifndef M_SQRT2
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#define M_SQRT2 1.41421356237309504880
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#endif
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#ifndef M_SQRT_2
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#define M_SQRT_2 0.7071067811865475244008443621048490392848359376887
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#endif
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#ifndef M_SQRT1_2
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#define M_SQRT1_2 0.7071067811865475244008443621048490392848359376887
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#endif
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#ifndef M_LN2LO
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#define M_LN2LO 1.9082149292705877000E-10
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#endif
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#ifndef M_LN2HI
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#define M_LN2HI 6.9314718036912381649E-1
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#endif
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#ifndef M_SQRT3
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#define M_SQRT3 1.73205080756887719000
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#endif
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#ifndef M_INVLN2
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#define M_INVLN2 1.4426950408889633870E0
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#endif
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/* This should ensure that no macro are redefined if we happen to
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include <math.h> again, whether or not we're using our macros
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or theirs. We can't know in advance, since it depends on the
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order of inclusion of headers in client code. */
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#ifdef _MSC_VER
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#undef _USE_MATH_DEFINES
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#endif
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#endif
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