/usr/include/ql/experimental/commodities/commodity.hpp is in libquantlib0-dev 1.4-2.
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 J. Erik Radmall
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 commodity.hpp
\brief Commodity base class
*/
#ifndef quantlib_commodity_hpp
#define quantlib_commodity_hpp
#include <ql/instrument.hpp>
#include <ql/money.hpp>
#include <vector>
#include <iosfwd>
namespace QuantLib {
typedef std::map<std::string, boost::any> SecondaryCosts;
typedef std::map<std::string, Money> SecondaryCostAmounts;
std::ostream& operator<<(std::ostream& out,
const SecondaryCostAmounts& secondaryCostAmounts);
struct PricingError {
enum Level { Info, Warning, Error, Fatal };
Level errorLevel;
std::string tradeId;
std::string error;
std::string detail;
PricingError(Level errorLevel,
const std::string& error,
const std::string& detail)
: errorLevel(errorLevel), error(error), detail(detail) {}
};
typedef std::vector<PricingError> PricingErrors;
std::ostream& operator<<(std::ostream& out, const PricingError& error);
std::ostream& operator<<(std::ostream& out, const PricingErrors& errors);
//! Commodity base class
/*! \ingroup instruments */
class Commodity : public Instrument {
public:
Commodity(const boost::shared_ptr<SecondaryCosts>& secondaryCosts);
const boost::shared_ptr<SecondaryCosts>& secondaryCosts() const;
const SecondaryCostAmounts& secondaryCostAmounts() const;
const PricingErrors& pricingErrors() const;
void addPricingError(PricingError::Level errorLevel,
const std::string& error,
const std::string& detail = "") const;
protected:
boost::shared_ptr<SecondaryCosts> secondaryCosts_;
mutable PricingErrors pricingErrors_;
mutable SecondaryCostAmounts secondaryCostAmounts_;
};
}
#endif
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