/usr/include/ql/experimental/inflation/genericindexes.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) 2009 Chris Kenyon
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 genericindexes.hpp
\brief Generic inflation indexes
*/
#ifndef quantlib_generic_inflation_indexes_hpp
#define quantlib_generic_inflation_indexes_hpp
#include <ql/indexes/inflationindex.hpp>
namespace QuantLib {
//! Generic geographical/economic region
class GenericRegion : public Region {
public:
GenericRegion() {
static boost::shared_ptr<Data> GENERICdata(
new Data("Generic","GENERIC"));
data_ = GENERICdata;
}
};
//! Generic CPI index
class GenericCPI : public ZeroInflationIndex {
public:
GenericCPI(Frequency frequency,
bool revised,
bool interpolated,
const Period &lag,
const Currency &ccy,
const Handle<ZeroInflationTermStructure>& ts =
Handle<ZeroInflationTermStructure>())
: ZeroInflationIndex("CPI",
GenericRegion(),
revised,
interpolated,
frequency,
lag,
ccy,
ts) {}
};
//! Genuine year-on-year Generic CPI (i.e. not a ratio)
class YYGenericCPI : public YoYInflationIndex {
public:
YYGenericCPI(Frequency frequency,
bool revised,
bool interpolated,
const Period &lag,
const Currency &ccy,
const Handle<YoYInflationTermStructure>& ts =
Handle<YoYInflationTermStructure>())
: YoYInflationIndex("YY_CPI",
GenericRegion(),
revised,
interpolated,
false,
frequency,
lag,
ccy,
ts) {}
};
//! Fake year-on-year GenericCPI (i.e. a ratio)
class YYGenericCPIr : public YoYInflationIndex {
public:
YYGenericCPIr(Frequency frequency,
bool revised,
bool interpolated,
const Period &lag,
const Currency &ccy,
const Handle<YoYInflationTermStructure>& ts =
Handle<YoYInflationTermStructure>())
: YoYInflationIndex("YYR_CPI",
GenericRegion(),
revised,
interpolated,
true,
frequency,
lag,
ccy,
ts) {}
};
}
#endif
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