/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2003 RiskMap srl

 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 ql/math/functional.hpp

    \brief functionals and combinators not included in the STL

*/

#ifndef quantlib_math_functional_hpp

#define quantlib_math_functional_hpp

#include <ql/types.hpp>

#include <ql/utilities/null.hpp>

#include <cmath>

#include <utility>

namespace QuantLib {

    // functions

    template <class T>

    inline T squared(T x) { return x * x; }

Unexecuted instantiation: double QuantLib::squared<double>(double)

Unexecuted instantiation: std::__1::complex<double> QuantLib::squared<std::__1::complex<double> >(std::__1::complex<double>)

}

#endif