/usr/include/ql/methods/lattices/tree.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 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
Copyright (C) 2005 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 tree.hpp
\brief Tree class
*/
#ifndef quantlib_tree_hpp
#define quantlib_tree_hpp
#include <ql/types.hpp>
#include <ql/patterns/curiouslyrecurring.hpp>
namespace QuantLib {
//! %Tree approximating a single-factor diffusion
/*! Derived classes must implement the following interface:
\code
public:
Real underlying(Size i, Size index) const;
Size size(Size i) const;
Size descendant(Size i, Size index, Size branch) const;
Real probability(Size i, Size index, Size branch) const;
\endcode
and provide a public enumeration
\code
enum { branches = N };
\endcode
where N is a suitable constant (2 for binomial, 3 for trinomial...)
\ingroup lattices
*/
template <class T>
class Tree : public CuriouslyRecurringTemplate<T> {
public:
Tree(Size columns) : columns_(columns) {}
Size columns() const { return columns_; }
private:
Size columns_;
};
}
#endif
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