/usr/include/ql/experimental/credit/all.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 | /* This file is automatically generated; do not edit. */
/* Add the files to be included into Makefile.am instead. */
#include <ql/experimental/credit/basket.hpp>
#include <ql/experimental/credit/blackcdsoptionengine.hpp>
#include <ql/experimental/credit/cdo.hpp>
#include <ql/experimental/credit/cdsoption.hpp>
#include <ql/experimental/credit/defaultevent.hpp>
#include <ql/experimental/credit/defaultprobabilitykey.hpp>
#include <ql/experimental/credit/defaulttype.hpp>
#include <ql/experimental/credit/distribution.hpp>
#include <ql/experimental/credit/factorspreadedhazardratecurve.hpp>
#include <ql/experimental/credit/issuer.hpp>
#include <ql/experimental/credit/loss.hpp>
#include <ql/experimental/credit/lossdistribution.hpp>
#include <ql/experimental/credit/nthtodefault.hpp>
#include <ql/experimental/credit/onefactorcopula.hpp>
#include <ql/experimental/credit/onefactorgaussiancopula.hpp>
#include <ql/experimental/credit/onefactorstudentcopula.hpp>
#include <ql/experimental/credit/pool.hpp>
#include <ql/experimental/credit/randomdefaultmodel.hpp>
#include <ql/experimental/credit/recoveryratemodel.hpp>
#include <ql/experimental/credit/recoveryratequote.hpp>
#include <ql/experimental/credit/recursivecdoengine.hpp>
#include <ql/experimental/credit/riskyassetswap.hpp>
#include <ql/experimental/credit/riskyassetswapoption.hpp>
#include <ql/experimental/credit/riskybond.hpp>
#include <ql/experimental/credit/spreadedhazardratecurve.hpp>
#include <ql/experimental/credit/syntheticcdo.hpp>
#include <ql/experimental/credit/syntheticcdoengines.hpp>
|