/usr/include/ql/cashflow.hpp is in libquantlib0-dev 1.7.1-1.
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) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003, 2004, 2005, 2006, 2007, 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 cashflow.hpp
\brief Base class for cash flows
*/
#ifndef quantlib_cash_flow_hpp
#define quantlib_cash_flow_hpp
#include <ql/event.hpp>
#include <ql/math/comparison.hpp>
#include <vector>
namespace QuantLib {
//! Base class for cash flows
/*! This class is purely virtual and acts as a base class for the
actual cash flow implementations.
*/
class CashFlow : public Event {
public:
virtual ~CashFlow() {}
//! \name Event interface
//@{
//! \note This is inherited from the event class
virtual Date date() const = 0;
//! returns true if an event has already occurred before a date
/*! overloads Event::hasOccurred in order to take QL_TODAYS_PAYMENTS
in account
*/
bool hasOccurred(
const Date& refDate = Date(),
boost::optional<bool> includeRefDate = boost::none) const;
//@}
//! \name CashFlow interface
//@{
//! returns the amount of the cash flow
/*! \note The amount is not discounted, i.e., it is the actual
amount paid at the cash flow date.
*/
virtual Real amount() const = 0;
//! returns the date that the cash flow trades exCoupon
virtual Date exCouponDate() const {return Date();};
//! returns true if the cashflow is trading ex-coupon on the refDate
bool tradingExCoupon(const Date& refDate = Date()) const;
//@}
//! \name Visitability
//@{
virtual void accept(AcyclicVisitor&);
//@}
};
//! Sequence of cash-flows
typedef std::vector<boost::shared_ptr<CashFlow> > Leg;
template <>
struct earlier_than<CashFlow>
: public std::binary_function<CashFlow,CashFlow,bool> {
bool operator()(const CashFlow& c1,
const CashFlow& c2) {
return c1.date() < c2.date();
}
};
}
#endif
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