/usr/include/ql/indexes/indexmanager.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) 2004, 2005, 2006 StatPro Italia srl
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 indexmanager.hpp
\brief global repository for past index fixings
*/
#ifndef quantlib_index_manager_hpp
#define quantlib_index_manager_hpp
#include <ql/timeseries.hpp>
#include <ql/patterns/singleton.hpp>
#include <ql/utilities/observablevalue.hpp>
namespace QuantLib {
//! global repository for past index fixings
/*! \note index names are case insensitive */
class IndexManager : public Singleton<IndexManager> {
friend class Singleton<IndexManager>;
private:
IndexManager() {}
public:
//! returns whether historical fixings were stored for the index
bool hasHistory(const std::string& name) const;
//! returns the (possibly empty) history of the index fixings
const TimeSeries<Real>& getHistory(const std::string& name) const;
//! stores the historical fixings of the index
void setHistory(const std::string& name, const TimeSeries<Real>&);
//! observer notifying of changes in the index fixings
boost::shared_ptr<Observable> notifier(const std::string& name) const;
//! returns all names of the indexes for which fixings were stored
std::vector<std::string> histories() const;
//! clears the historical fixings of the index
void clearHistory(const std::string& name);
//! clears all stored fixings
void clearHistories();
private:
typedef std::map<std::string, ObservableValue<TimeSeries<Real> > >
history_map;
mutable history_map data_;
};
}
#endif
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