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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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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) |