I am trying to use modified bessel function of the first kind (to be used in exact heston simulation) from boost.
According to boost's website the code is:
template <class T1, class T2>
calculated-result-type cyl_bessel_i(T1 v, T2 x);
but when i try the following piece of code I get tons of errors.
If I try passing doubles or ints to bessel function it works fine...why not complex? Boosts website states it works with complex numbers so I guess it must be a syntax error?
complex <double> x(1,1), result;
result = boost::math::cyl_bessel_i(a,x);
cout << result << endl;
Thanks for any suggestions.