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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Filon's formulae for sine and cosine Integrals. More...
#include <ql/errors.hpp>#include <ql/utilities/null.hpp>#include <ql/math/array.hpp>#include <ql/math/functional.hpp>#include <ql/math/integrals/filonintegral.hpp>#include <cmath>Go to the source code of this file.
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Filon's formulae for sine and cosine Integrals.
Definition in file filonintegral.cpp.