/usr/include/ql/termstructures/credit/flathazardrate.hpp is in libquantlib0-dev 1.1-2build1.
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) 2008 Roland Lichters
Copyright (C) 2008 StatPro Italia srl
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 flathazardrate.hpp
\brief flat hazard-rate term structure
*/
#ifndef quantlib_flat_hazard_rate_hpp
#define quantlib_flat_hazard_rate_hpp
#include <ql/termstructures/credit/hazardratestructure.hpp>
#include <ql/quote.hpp>
namespace QuantLib {
//! Flat hazard-rate curve
/*! \ingroup defaultprobabilitytermstructures */
class FlatHazardRate : public HazardRateStructure {
public:
//! \name Constructors
//@{
FlatHazardRate(const Date& referenceDate,
const Handle<Quote>& hazardRate,
const DayCounter&);
FlatHazardRate(const Date& referenceDate,
Rate hazardRate,
const DayCounter&);
FlatHazardRate(Natural settlementDays,
const Calendar& calendar,
const Handle<Quote>& hazardRate,
const DayCounter&);
FlatHazardRate(Natural settlementDays,
const Calendar& calendar,
Rate hazardRate,
const DayCounter&);
//@}
//! \name TermStructure interface
//@{
Date maxDate() const { return Date::maxDate(); }
//@}
private:
//! \name HazardRateStructure interface
//@{
Rate hazardRateImpl(Time) const { return hazardRate_->value(); }
//@}
//! \name DefaultProbabilityTermStructure interface
//@{
Probability survivalProbabilityImpl(Time) const;
//@}
Handle<Quote> hazardRate_;
};
// inline definitions
inline Probability FlatHazardRate::survivalProbabilityImpl(Time t) const {
return std::exp(-hazardRate_->value()*t);
}
}
#endif
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