Runge-Kutta ODE integration. More...
#include <ql/types.hpp>
#include <ql/errors.hpp>
#include <ql/utilities/disposable.hpp>
#include <boost/function.hpp>
#include <vector>
#include <cmath>
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Runge-Kutta ODE integration.
Runge Kutta method with adaptive stepsize as described in Numerical Recipes in C, Chapter 16.2