/usr/include/ql/instruments/ is in libquantlib0-dev 1.12-1.
This file is owned by root:root, with mode 0o755.
..
/usr/include/ql/instruments/all.hpp
/usr/include/ql/instruments/asianoption.hpp
/usr/include/ql/instruments/assetswap.hpp
/usr/include/ql/instruments/averagetype.hpp
/usr/include/ql/instruments/barrieroption.hpp
/usr/include/ql/instruments/barriertype.hpp
/usr/include/ql/instruments/basketoption.hpp
/usr/include/ql/instruments/bmaswap.hpp
/usr/include/ql/instruments/bond.hpp
/usr/include/ql/instruments/bonds/
/usr/include/ql/instruments/bonds/all.hpp
/usr/include/ql/instruments/bonds/btp.hpp
/usr/include/ql/instruments/bonds/cmsratebond.hpp
/usr/include/ql/instruments/bonds/cpibond.hpp
/usr/include/ql/instruments/bonds/fixedratebond.hpp
/usr/include/ql/instruments/bonds/floatingratebond.hpp
/usr/include/ql/instruments/bonds/zerocouponbond.hpp
/usr/include/ql/instruments/callabilityschedule.hpp
/usr/include/ql/instruments/capfloor.hpp
/usr/include/ql/instruments/claim.hpp
/usr/include/ql/instruments/cliquetoption.hpp
/usr/include/ql/instruments/compositeinstrument.hpp
/usr/include/ql/instruments/cpicapfloor.hpp
/usr/include/ql/instruments/cpiswap.hpp
/usr/include/ql/instruments/creditdefaultswap.hpp
/usr/include/ql/instruments/dividendbarrieroption.hpp
/usr/include/ql/instruments/dividendschedule.hpp
/usr/include/ql/instruments/dividendvanillaoption.hpp
/usr/include/ql/instruments/europeanoption.hpp
/usr/include/ql/instruments/fixedratebondforward.hpp
/usr/include/ql/instruments/floatfloatswap.hpp
/usr/include/ql/instruments/floatfloatswaption.hpp
/usr/include/ql/instruments/forward.hpp
/usr/include/ql/instruments/forwardrateagreement.hpp
/usr/include/ql/instruments/forwardvanillaoption.hpp
/usr/include/ql/instruments/futures.hpp
/usr/include/ql/instruments/impliedvolatility.hpp
/usr/include/ql/instruments/inflationcapfloor.hpp
/usr/include/ql/instruments/lookbackoption.hpp
/usr/include/ql/instruments/makecapfloor.hpp
/usr/include/ql/instruments/makecds.hpp
/usr/include/ql/instruments/makecms.hpp
/usr/include/ql/instruments/makeois.hpp
/usr/include/ql/instruments/makeswaption.hpp
/usr/include/ql/instruments/makevanillaswap.hpp
/usr/include/ql/instruments/makeyoyinflationcapfloor.hpp
/usr/include/ql/instruments/multiassetoption.hpp
/usr/include/ql/instruments/nonstandardswap.hpp
/usr/include/ql/instruments/nonstandardswaption.hpp
/usr/include/ql/instruments/oneassetoption.hpp
/usr/include/ql/instruments/overnightindexedswap.hpp
/usr/include/ql/instruments/payoffs.hpp
/usr/include/ql/instruments/quantobarrieroption.hpp
/usr/include/ql/instruments/quantoforwardvanillaoption.hpp
/usr/include/ql/instruments/quantovanillaoption.hpp
/usr/include/ql/instruments/stickyratchet.hpp
/usr/include/ql/instruments/stock.hpp
/usr/include/ql/instruments/swap.hpp
/usr/include/ql/instruments/swaption.hpp
/usr/include/ql/instruments/vanillaoption.hpp
/usr/include/ql/instruments/vanillastorageoption.hpp
/usr/include/ql/instruments/vanillaswap.hpp
/usr/include/ql/instruments/vanillaswingoption.hpp
/usr/include/ql/instruments/varianceswap.hpp
/usr/include/ql/instruments/yearonyearinflationswap.hpp
/usr/include/ql/instruments/zerocouponinflationswap.hpp