/usr/include/ql/termstructures/interpolatedcurve.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 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 interpolatedcurve.hpp
\brief Helper class to build interpolated term structures
*/
#ifndef quantlib_interpolated_curve_hpp
#define quantlib_interpolated_curve_hpp
#include <ql/math/interpolation.hpp>
#include <vector>
namespace QuantLib {
//! Helper class to build interpolated term structures
/*! Interpolated term structures can use proected or private
inheritance from this class to obtain the relevant data
members and implement correct copy behavior.
*/
template <class Interpolator>
class InterpolatedCurve {
protected:
//! \name Building
//@{
InterpolatedCurve(const std::vector<Time>& times,
const std::vector<Real>& data,
const Interpolator& i = Interpolator())
: times_(times), data_(data), interpolator_(i) {}
InterpolatedCurve(const std::vector<Time>& times,
const Interpolator& i = Interpolator())
: times_(times), data_(times.size()), interpolator_(i) {}
InterpolatedCurve(Size n,
const Interpolator& i = Interpolator())
: times_(n), data_(n), interpolator_(i) {}
InterpolatedCurve(const Interpolator& i = Interpolator())
: interpolator_(i) {}
//@}
//! \name Copying
//@{
InterpolatedCurve(const InterpolatedCurve& c)
: times_(c.times_), data_(c.data_), interpolator_(c.interpolator_) {
setupInterpolation();
}
InterpolatedCurve& operator=(const InterpolatedCurve& c) {
times_ = c.times_;
data_ = c.data_;
interpolator_ = c.interpolator_;
setupInterpolation();
return *this;
}
//@}
void setupInterpolation() {
interpolation_ = interpolator_.interpolate(times_.begin(),
times_.end(),
data_.begin());
}
mutable std::vector<Time> times_;
mutable std::vector<Real> data_;
mutable Interpolation interpolation_;
Interpolator interpolator_;
};
}
#endif
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