/usr/include/ql/experimental/commodities/commoditycashflow.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.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
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 commoditycashflow.hpp
\brief Commodity cash flow
*/
#ifndef quantlib_commodity_cash_flow_hpp
#define quantlib_commodity_cash_flow_hpp
#include <ql/cashflow.hpp>
#include <ql/money.hpp>
#include <map>
namespace QuantLib {
class CommodityCashFlow : public CashFlow {
public:
CommodityCashFlow(const Date& date,
Money discountedAmount,
Money undiscountedAmount,
Money discountedPaymentAmount,
Money undiscountedPaymentAmount,
Real discountFactor,
Real paymentDiscountFactor,
bool finalized)
: date_(date), discountedAmount_(discountedAmount),
undiscountedAmount_(undiscountedAmount),
discountedPaymentAmount_(discountedPaymentAmount),
undiscountedPaymentAmount_(undiscountedPaymentAmount),
discountFactor_(discountFactor),
paymentDiscountFactor_(paymentDiscountFactor),
finalized_(finalized) {}
//! \name Event interface
//@{
Date date() const { return date_; }
//@}
//! \name CashFlow interface
//@{
Real amount() const { return discountedAmount_.value(); }
//@}
const Currency& currency() const {
return discountedAmount_.currency();
}
const Money& discountedAmount() const { return discountedAmount_; }
const Money& undiscountedAmount() const { return undiscountedAmount_; }
const Money& discountedPaymentAmount() const {
return discountedPaymentAmount_;
}
const Money& undiscountedPaymentAmount() const {
return undiscountedPaymentAmount_;
}
Real discountFactor() const { return discountFactor_; }
Real paymentDiscountFactor() const { return paymentDiscountFactor_; }
bool finalized() const { return finalized_; }
//! \name Visitability
//@{
virtual void accept(AcyclicVisitor&);
//@}
private:
Date date_;
Money discountedAmount_, undiscountedAmount_,
discountedPaymentAmount_, undiscountedPaymentAmount_;
Real discountFactor_, paymentDiscountFactor_;
bool finalized_;
};
typedef std::map<Date, boost::shared_ptr<CommodityCashFlow> >
CommodityCashFlows;
#ifndef __DOXYGEN__
std::ostream& operator<<(std::ostream& out,
const CommodityCashFlows& cashFlows);
#endif
}
#endif
|