/usr/include/ql/termstructures/volatility/ is in libquantlib0-dev 1.9.1-1.
This file is owned by root:root, with mode 0o755.
..
/usr/include/ql/termstructures/volatility/abcd.hpp
/usr/include/ql/termstructures/volatility/abcdcalibration.hpp
/usr/include/ql/termstructures/volatility/all.hpp
/usr/include/ql/termstructures/volatility/atmadjustedsmilesection.hpp
/usr/include/ql/termstructures/volatility/atmsmilesection.hpp
/usr/include/ql/termstructures/volatility/capfloor/
/usr/include/ql/termstructures/volatility/capfloor/all.hpp
/usr/include/ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp
/usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp
/usr/include/ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp
/usr/include/ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp
/usr/include/ql/termstructures/volatility/equityfx/
/usr/include/ql/termstructures/volatility/equityfx/all.hpp
/usr/include/ql/termstructures/volatility/equityfx/blackconstantvol.hpp
/usr/include/ql/termstructures/volatility/equityfx/blackvariancecurve.hpp
/usr/include/ql/termstructures/volatility/equityfx/blackvariancesurface.hpp
/usr/include/ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp
/usr/include/ql/termstructures/volatility/equityfx/fixedlocalvolsurface.hpp
/usr/include/ql/termstructures/volatility/equityfx/gridmodellocalvolsurface.hpp
/usr/include/ql/termstructures/volatility/equityfx/hestonblackvolsurface.hpp
/usr/include/ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp
/usr/include/ql/termstructures/volatility/equityfx/localconstantvol.hpp
/usr/include/ql/termstructures/volatility/equityfx/localvolcurve.hpp
/usr/include/ql/termstructures/volatility/equityfx/localvolsurface.hpp
/usr/include/ql/termstructures/volatility/equityfx/localvoltermstructure.hpp
/usr/include/ql/termstructures/volatility/equityfx/noexceptlocalvolsurface.hpp
/usr/include/ql/termstructures/volatility/flatsmilesection.hpp
/usr/include/ql/termstructures/volatility/gaussian1dsmilesection.hpp
/usr/include/ql/termstructures/volatility/inflation/
/usr/include/ql/termstructures/volatility/inflation/all.hpp
/usr/include/ql/termstructures/volatility/inflation/constantcpivolatility.hpp
/usr/include/ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp
/usr/include/ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp
/usr/include/ql/termstructures/volatility/interpolatedsmilesection.hpp
/usr/include/ql/termstructures/volatility/kahalesmilesection.hpp
/usr/include/ql/termstructures/volatility/optionlet/
/usr/include/ql/termstructures/volatility/optionlet/all.hpp
/usr/include/ql/termstructures/volatility/optionlet/capletvariancecurve.hpp
/usr/include/ql/termstructures/volatility/optionlet/constantoptionletvol.hpp
/usr/include/ql/termstructures/volatility/optionlet/optionletstripper.hpp
/usr/include/ql/termstructures/volatility/optionlet/optionletstripper1.hpp
/usr/include/ql/termstructures/volatility/optionlet/optionletstripper2.hpp
/usr/include/ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp
/usr/include/ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp
/usr/include/ql/termstructures/volatility/optionlet/strippedoptionlet.hpp
/usr/include/ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp
/usr/include/ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp
/usr/include/ql/termstructures/volatility/sabr.hpp
/usr/include/ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp
/usr/include/ql/termstructures/volatility/sabrsmilesection.hpp
/usr/include/ql/termstructures/volatility/smilesection.hpp
/usr/include/ql/termstructures/volatility/smilesectionutils.hpp
/usr/include/ql/termstructures/volatility/spreadedsmilesection.hpp
/usr/include/ql/termstructures/volatility/swaption/
/usr/include/ql/termstructures/volatility/swaption/all.hpp
/usr/include/ql/termstructures/volatility/swaption/cmsmarket.hpp
/usr/include/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp
/usr/include/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp
/usr/include/ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp
/usr/include/ql/termstructures/volatility/swaption/swaptionconstantvol.hpp
/usr/include/ql/termstructures/volatility/swaption/swaptionvolcube.hpp
/usr/include/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp
/usr/include/ql/termstructures/volatility/swaption/swaptionvolcube2.hpp
/usr/include/ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp
/usr/include/ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp
/usr/include/ql/termstructures/volatility/swaption/swaptionvolstructure.hpp
/usr/include/ql/termstructures/volatility/volatilitytype.hpp