QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <ql/errors.hpp>
#include <ql/mathconstants.hpp>
#include <ql/math/comparison.hpp>
#include <ql/math/integrals/exponentialintegrals.hpp>
#include <boost/math/special_functions/sign.hpp>
#include <cmath>
Go to the source code of this file.
Namespaces | |
namespace | QuantLib |
namespace | QuantLib::exponential_integrals_helper |
namespace | QuantLib::ExponentialIntegral |
Functions | |
Real | f (Real x) |
Real | g (Real x) |
Real | Si (Real x) |
Real | Ci (Real x) |
std::complex< Real > | Ei (const std::complex< Real > &z, const std::complex< Real > &acc) |
std::complex< Real > | Ei (const std::complex< Real > &z) |
std::complex< Real > | E1 (const std::complex< Real > &z) |
std::complex< Real > | Si (const std::complex< Real > &z) |
std::complex< Real > | Ci (const std::complex< Real > &z) |