/usr/include/ql/experimental/volatility/volcube.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.
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/*
Copyright (C) 2007 Ferdinando Ametrano
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 volcube.hpp
\brief Interest rate (optionlet/swaption) volatility cube
*/
#ifndef quantlib_volatility_cube_h
#define quantlib_volatility_cube_h
#include <ql/handle.hpp>
#include <boost/shared_ptr.hpp>
#include <vector>
namespace QuantLib {
class Period;
class AbcdAtmVolCurve;
class InterestRateVolSurface;
class InterestRateIndex;
class VolatilityCube {
public:
VolatilityCube(const std::vector<Handle<InterestRateVolSurface> >&,
const std::vector<Handle<AbcdAtmVolCurve> >&);
const Period& minIndexTenor() const;
const Period& maxIndexTenor() const;
const std::vector<Handle<InterestRateVolSurface> >& surfaces() const;
const std::vector<Handle<AbcdAtmVolCurve> >& curves() const;
protected:
std::vector<Handle<InterestRateVolSurface> > surfaces_;
std::vector<Handle<AbcdAtmVolCurve> > curves_;
};
// inline
inline const std::vector<Handle<InterestRateVolSurface> >&
VolatilityCube::surfaces() const {
return surfaces_;
}
inline const std::vector<Handle<AbcdAtmVolCurve> >&
VolatilityCube::curves() const {
return curves_;
}
}
#endif
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