/usr/include/ql/instruments/callabilityschedule.hpp is in libquantlib0-dev 1.4-2+b1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/*
Copyright (C) 2005 Joseph Wang
Copyright (C) 2005, 2006 Theo Boafo
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
<http://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 callabilityschedule.hpp
\brief Schedule of put/call dates
*/
#ifndef quantlib_callability_schedule_hpp
#define quantlib_callability_schedule_hpp
#include <ql/event.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/utilities/null.hpp>
#include <boost/shared_ptr.hpp>
#include <boost/optional.hpp>
#include <vector>
namespace QuantLib {
//! %instrument callability
class Callability : public Event {
public:
//! amount to be paid upon callability
class Price {
public:
enum Type { Dirty, Clean };
Price() : amount_(Null<Real>()) {}
Price(Real amount, Type type) : amount_(amount), type_(type) {}
Real amount() const {
QL_REQUIRE(amount_ != Null<Real>(), "no amount given");
return amount_;
}
Type type() const { return type_; }
private:
Real amount_;
Type type_;
};
//! type of the callability
enum Type { Call, Put };
Callability(const Price& price, Type type, const Date& date)
: price_(price), type_(type), date_(date) {}
const Price& price() const {
QL_REQUIRE(price_, "no price given");
return *price_;
}
Type type() const { return type_; }
//! \name Event interface
//@{
Date date() const { return date_; }
//@}
//! \name Visitability
//@{
virtual void accept(AcyclicVisitor&);
//@}
private:
boost::optional<Price> price_;
Type type_;
Date date_;
};
inline void Callability::accept(AcyclicVisitor& v){
Visitor<Callability>* v1 = dynamic_cast<Visitor<Callability>*>(&v);
if(v1 != 0)
v1->visit(*this);
else
Event::accept(v);
}
typedef std::vector<boost::shared_ptr<Callability> > CallabilitySchedule;
}
#endif
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