QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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QuantLib::ExponentialIntegral Namespace Reference

Functions

Real Si (Real x)
Real Ci (Real x)
std::complex< RealCi (const std::complex< Real > &z)
std::complex< RealSi (const std::complex< Real > &z)
std::complex< RealE1 (const std::complex< Real > &z)
std::complex< RealEi (const std::complex< Real > &z)

Detailed Description

References: B. Rowe et al: GALSIM: The modular galaxy image simulation toolkit https://arxiv.org/abs/1407.7676 V. Pegoraro, P. Slusallek: On the Evaluation of the Complex-Valued Exponential Integral https://www.sci.utah.edu/~vpegorar/research/2011_JGT.pdf