QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Namespaces | Functions
exponentialintegrals.cpp File Reference
#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>

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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)