/usr/include/ql/instruments/bonds/cmsratebond.hpp is in libquantlib0-dev 1.12-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2007 Ferdinando Ametrano
Copyright (C) 2006, 2007 Chiara Fornarola
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 cmsratebond.hpp
\brief CMS-rate bond
*/
#ifndef quantlib_cms_rate_bond_hpp
#define quantlib_cms_rate_bond_hpp
#include <ql/instruments/bond.hpp>
namespace QuantLib {
class Schedule;
class SwapIndex;
//! CMS-rate bond
/*! \ingroup instruments
\test calculations are tested by checking results against
cached values.
*/
class CmsRateBond : public Bond {
public:
CmsRateBond(Natural settlementDays,
Real faceAmount,
const Schedule& schedule,
const boost::shared_ptr<SwapIndex>& index,
const DayCounter& paymentDayCounter,
BusinessDayConvention paymentConvention
= Following,
Natural fixingDays = Null<Natural>(),
const std::vector<Real>& gearings
= std::vector<Real>(1, 1.0),
const std::vector<Spread>& spreads
= std::vector<Spread>(1, 0.0),
const std::vector<Rate>& caps
= std::vector<Rate>(),
const std::vector<Rate>& floors
= std::vector<Rate>(),
bool inArrears = false,
Real redemption = 100.0,
const Date& issueDate = Date());
};
}
#endif
|