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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2020 Klaus Spanderen
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<https://www.quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file exponentialintegrals.hpp
*/
#ifndef quantlib_exponentail_integral_hpp
#define quantlib_exponentail_integral_hpp
#include <ql/types.hpp>
#include <complex>
#ifndef M_EULER_MASCHERONI
#define M_EULER_MASCHERONI 0.5772156649015328606065121
#endif
/*! 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
*/
namespace QuantLib::ExponentialIntegral {
Real Si(Real x);
Real Ci(Real x);
std::complex<Real> Ci(const std::complex<Real>& z);
std::complex<Real> Si(const std::complex<Real>& z);
std::complex<Real> E1(const std::complex<Real>& z);
std::complex<Real> Ei(const std::complex<Real>& z);
}
#endif
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