/usr/include/ql/quotes/compositequote.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) 2000, 2001, 2002, 2003 RiskMap 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 compositequote.hpp
\brief purely virtual base class for market observables
*/
#ifndef quantlib_composite_quote_hpp
#define quantlib_composite_quote_hpp
#include <ql/quote.hpp>
#include <ql/types.hpp>
#include <ql/handle.hpp>
#include <ql/errors.hpp>
namespace QuantLib {
//! market element whose value depends on two other market element
/*! \test the correctness of the returned values is tested by
checking them against numerical calculations.
*/
template <class BinaryFunction>
class CompositeQuote : public Quote, public Observer {
public:
CompositeQuote(
const Handle<Quote>& element1,
const Handle<Quote>& element2,
const BinaryFunction& f);
//! \name inspectors
//@{
Real value1() const { return element1_->value(); }
Real value2() const { return element2_->value(); }
//@}
//! \name Quote interface
//@{
Real value() const;
bool isValid() const;
//@}
//! \name Observer interface
//@{
void update();
//@}
private:
Handle<Quote> element1_, element2_;
BinaryFunction f_;
};
// inline definitions
template <class BinaryFunction>
inline CompositeQuote<BinaryFunction>::CompositeQuote(
const Handle<Quote>& element1,
const Handle<Quote>& element2,
const BinaryFunction& f)
: element1_(element1), element2_(element2), f_(f) {
registerWith(element1_);
registerWith(element2_);
}
template <class BinaryFunction>
inline Real CompositeQuote<BinaryFunction>::value() const {
QL_ENSURE(isValid(), "invalid CompositeQuote");
return f_(element1_->value(),element2_->value());
}
template <class BinaryFunction>
inline bool CompositeQuote<BinaryFunction>::isValid() const {
return !element1_.empty() && !element2_.empty() &&
element1_->isValid() && element2_->isValid();
}
template <class BinaryFunction>
inline void CompositeQuote<BinaryFunction>::update() {
notifyObservers();
}
}
#endif
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