/usr/include/ql/pricingengines/vanilla/ is in libquantlib0-dev 1.7.1-1.
This file is owned by root:root, with mode 0o755.
..
/usr/include/ql/pricingengines/vanilla/all.hpp
/usr/include/ql/pricingengines/vanilla/analyticbsmhullwhiteengine.hpp
/usr/include/ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp
/usr/include/ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp
/usr/include/ql/pricingengines/vanilla/analyticeuropeanengine.hpp
/usr/include/ql/pricingengines/vanilla/analyticgjrgarchengine.hpp
/usr/include/ql/pricingengines/vanilla/analytich1hwengine.hpp
/usr/include/ql/pricingengines/vanilla/analytichestonengine.hpp
/usr/include/ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp
/usr/include/ql/pricingengines/vanilla/analyticptdhestonengine.hpp
/usr/include/ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp
/usr/include/ql/pricingengines/vanilla/batesengine.hpp
/usr/include/ql/pricingengines/vanilla/binomialengine.hpp
/usr/include/ql/pricingengines/vanilla/bjerksundstenslandengine.hpp
/usr/include/ql/pricingengines/vanilla/discretizedvanillaoption.hpp
/usr/include/ql/pricingengines/vanilla/fdamericanengine.hpp
/usr/include/ql/pricingengines/vanilla/fdbatesvanillaengine.hpp
/usr/include/ql/pricingengines/vanilla/fdbermudanengine.hpp
/usr/include/ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp
/usr/include/ql/pricingengines/vanilla/fdconditions.hpp
/usr/include/ql/pricingengines/vanilla/fddividendamericanengine.hpp
/usr/include/ql/pricingengines/vanilla/fddividendengine.hpp
/usr/include/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp
/usr/include/ql/pricingengines/vanilla/fddividendshoutengine.hpp
/usr/include/ql/pricingengines/vanilla/fdeuropeanengine.hpp
/usr/include/ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.hpp
/usr/include/ql/pricingengines/vanilla/fdhestonvanillaengine.hpp
/usr/include/ql/pricingengines/vanilla/fdmultiperiodengine.hpp
/usr/include/ql/pricingengines/vanilla/fdshoutengine.hpp
/usr/include/ql/pricingengines/vanilla/fdsimplebsswingengine.hpp
/usr/include/ql/pricingengines/vanilla/fdstepconditionengine.hpp
/usr/include/ql/pricingengines/vanilla/fdvanillaengine.hpp
/usr/include/ql/pricingengines/vanilla/hestonexpansionengine.hpp
/usr/include/ql/pricingengines/vanilla/integralengine.hpp
/usr/include/ql/pricingengines/vanilla/jumpdiffusionengine.hpp
/usr/include/ql/pricingengines/vanilla/juquadraticengine.hpp
/usr/include/ql/pricingengines/vanilla/mcamericanengine.hpp
/usr/include/ql/pricingengines/vanilla/mcdigitalengine.hpp
/usr/include/ql/pricingengines/vanilla/mceuropeanengine.hpp
/usr/include/ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp
/usr/include/ql/pricingengines/vanilla/mceuropeanhestonengine.hpp
/usr/include/ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp
/usr/include/ql/pricingengines/vanilla/mcvanillaengine.hpp