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- 1/20/11
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I have this function: (K_{i\mu} (z) = \frac{1}{\sinh{({\pi \mu}/2})} \int^\infty_0 \sin{(z \sinh{t})} \sin{(\mu t)} \,dt) which appears in a bond pricing formula I'm trying to implement in C++. The function inside the integral seems sinusoidal as it is a product of two sinusoidal functions (ie the function inside the integral is oscillating). Is there an efficient C++ code to best approximate this, taking into consideration that the upper limit is also infinity?
Thanks!
Thanks!