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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/math/integrals/integral.hpp>Go to the source code of this file.
Classes | |
| class | FilonIntegral |
| Integral of a one-dimensional function. More... | |
Namespaces | |
| namespace | QuantLib |
Filon's formulae for sine and cosine Integrals.
Definition in file filonintegral.hpp.