diff --git a/dynare++/integ/cc/Makefile.am b/dynare++/integ/cc/Makefile.am
index 3db1f12b7..7b2833703 100644
--- a/dynare++/integ/cc/Makefile.am
+++ b/dynare++/integ/cc/Makefile.am
@@ -11,6 +11,6 @@ libinteg_a_SOURCES = \
 	smolyak.hh \
 	vector_function.cc \
 	vector_function.hh \
-	precalc_quadrature.dat
+	precalc_quadrature.hh
 libinteg_a_CPPFLAGS = -I../../sylv/cc -I../../tl/cc -I$(top_srcdir)/mex/sources
 libinteg_a_CXXFLAGS = $(AM_CXXFLAGS) $(PTHREAD_CFLAGS)
diff --git a/dynare++/integ/cc/precalc_quadrature.dat b/dynare++/integ/cc/precalc_quadrature.hh
similarity index 100%
rename from dynare++/integ/cc/precalc_quadrature.dat
rename to dynare++/integ/cc/precalc_quadrature.hh
diff --git a/dynare++/integ/cc/quadrature.cc b/dynare++/integ/cc/quadrature.cc
index b9377a982..9055d17fa 100644
--- a/dynare++/integ/cc/quadrature.cc
+++ b/dynare++/integ/cc/quadrature.cc
@@ -1,7 +1,7 @@
 // Copyright 2005, Ondra Kamenik
 
 #include "quadrature.hh"
-#include "precalc_quadrature.dat"
+#include "precalc_quadrature.hh"
 
 #include <cmath>
 
diff --git a/mex/build/libdynare++.am b/mex/build/libdynare++.am
index 8c9f87fc5..1b1fbfc2b 100644
--- a/mex/build/libdynare++.am
+++ b/mex/build/libdynare++.am
@@ -126,7 +126,8 @@ INTEG_SRCS = \
 	$(TOPDIR)/integ/cc/smolyak.cc \
 	$(TOPDIR)/integ/cc/smolyak.hh \
 	$(TOPDIR)/integ/cc/vector_function.cc \
-	$(TOPDIR)/integ/cc/vector_function.hh
+	$(TOPDIR)/integ/cc/vector_function.hh \
+	$(TOPDIR)/integ/cc/precalc_quadrature.hh
 
 nodist_libdynare___a_SOURCES = \
 	$(KORD_SRCS) \