/usr/include/ql/payoff.hpp is in libquantlib0-dev 1.4-2+b1.
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) 2003, 2006 Ferdinando Ametrano
Copyright (C) 2006 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 payoff.hpp
\brief Option payoff classes
*/
#ifndef quantlib_payoff_hpp
#define quantlib_payoff_hpp
#include <ql/types.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/errors.hpp>
#include <functional>
namespace QuantLib {
//! Abstract base class for option payoffs
class Payoff : std::unary_function<Real,Real> {
public:
virtual ~Payoff() {}
//! \name Payoff interface
//@{
/*! \warning This method is used for output and comparison between
payoffs. It is <b>not</b> meant to be used for writing
switch-on-type code.
*/
virtual std::string name() const = 0;
virtual std::string description() const = 0;
virtual Real operator()(Real price) const = 0;
//@}
//! \name Visitability
//@{
virtual void accept(AcyclicVisitor&);
//@}
};
// inline definitions
inline void Payoff::accept(AcyclicVisitor& v) {
Visitor<Payoff>* v1 = dynamic_cast<Visitor<Payoff>*>(&v);
if (v1 != 0)
v1->visit(*this);
else
QL_FAIL("not a payoff visitor");
}
}
#endif
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