/usr/include/ql/experimental/credit/pool.hpp is in libquantlib0-dev 1.7.1-1.
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 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2008 Roland Lichters
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 pool.hpp
\brief pool of issuers
*/
#ifndef quantlib_pool_hpp
#define quantlib_pool_hpp
#include <ql/utilities/disposable.hpp>
#include <ql/experimental/credit/issuer.hpp>
#include <map>
namespace QuantLib {
class Pool {
public:
Pool();
Size size() const;
void clear();
bool has (const std::string& name) const;
void add (const std::string& name, const Issuer& issuer,
const DefaultProbKey& contractTrigger = NorthAmericaCorpDefaultKey(
Currency(), SeniorSec, Period(), 1.));
const Issuer& get (const std::string& name) const;
const DefaultProbKey& defaultKey(const std::string& name) const;
void setTime(const std::string& name, Real time);
Real getTime (const std::string& name) const;
const std::vector<std::string>& names() const;
Disposable<std::vector<DefaultProbKey> > defaultKeys() const;
private:
// \todo: needs to cehck all defaul TS have the same ref date? here or
// where used? e.g. simulations.
std::map<std::string,Issuer> data_;
std::map<std::string,Real> time_;
std::vector<std::string> names_;
/*! default events seniority and currency this name enters the basket
with. Determines to which event/probability this pool referes to. */
std::map<std::string, DefaultProbKey> defaultKeys_;
};
}
#endif
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