Convert quadl function in Matlab to C++

Jon
2012 3 13
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Hi there.
As a part of my calculations in Matlab I am solving an integral with the quadl function and need to implement this in C++. How can I handle the quadl function in C++? Any help would be appreciated!
value=quadl(@function,epsilon,time(i),[],[],r,mu,kappa,rho,sigmac,sigmax,chi,xi);

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Jon
Jon
2012-3-13

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