/usr/include/ql/instruments/dividendbarrieroption.hpp is in libquantlib0-dev 1.9.1-1.
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) 2008 Andreas Gaida
Copyright (C) 2008 Ralph Schreyer
Copyright (C) 2008 Klaus Spanderen
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 dividendbarrieroption.hpp
\brief Barrier option on a single asset with discrete dividends
*/
#ifndef quantlib_dividend_barrier_option_hpp
#define quantlib_dividend_barrier_option_hpp
#include <ql/instruments/barrieroption.hpp>
#include <ql/instruments/dividendschedule.hpp>
#include <ql/instruments/payoffs.hpp>
namespace QuantLib {
//! Single-asset barrier option with discrete dividends
/*! \ingroup instruments */
class DividendBarrierOption : public BarrierOption {
public:
class arguments;
class engine;
DividendBarrierOption(
Barrier::Type barrierType,
Real barrier,
Real rebate,
const boost::shared_ptr<StrikedTypePayoff>& payoff,
const boost::shared_ptr<Exercise>& exercise,
const std::vector<Date>& dividendDates,
const std::vector<Real>& dividends);
protected:
void setupArguments(PricingEngine::arguments*) const;
private:
DividendSchedule cashFlow_;
};
//! %Arguments for dividend barrier option calculation
class DividendBarrierOption::arguments : public BarrierOption::arguments {
public:
DividendSchedule cashFlow;
arguments() {}
void validate() const;
};
//! %Dividend-barrier-option %engine base class
class DividendBarrierOption::engine
: public GenericEngine<DividendBarrierOption::arguments,
DividendBarrierOption::results> {};
}
#endif
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