/usr/include/ql/indexes/inflation/zacpi.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) 2007, 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 zacpi.hpp
\brief %ZACPI index
*/
#ifndef quantlib_zacpi_hpp
#define quantlib_zacpi_hpp
#include <ql/indexes/inflationindex.hpp>
#include <ql/currencies/africa.hpp>
namespace QuantLib {
//! South African Comsumer Price Inflation Index
class ZACPI : public ZeroInflationIndex {
public:
ZACPI(bool interpolated,
const Handle<ZeroInflationTermStructure>& ts =
Handle<ZeroInflationTermStructure>())
: ZeroInflationIndex("CPI",
ZARegion(),
false,
interpolated,
Monthly,
Period(1, Months),
ZARCurrency(),
ts) {}
};
//! Genuine year-on-year South African CPI (i.e. not a ratio of ZA CPI)
class YYZACPI : public YoYInflationIndex {
public:
YYZACPI(bool interpolated,
const Handle<YoYInflationTermStructure>& ts =
Handle<YoYInflationTermStructure>())
: YoYInflationIndex("YY_CPI",
ZARegion(),
false,
interpolated,
false,
Monthly,
Period(1, Months),
ZARCurrency(),
ts) {}
};
//! Fake year-on-year South African CPI (i.e. a ratio of ZA CPI)
class YYZACPIr : public YoYInflationIndex {
public:
YYZACPIr(bool interpolated,
const Handle<YoYInflationTermStructure>& ts =
Handle<YoYInflationTermStructure>())
: YoYInflationIndex("YYR_CPI",
ZARegion(),
false,
interpolated,
true,
Monthly,
Period(1, Months),
ZARCurrency(),
ts) {}
};
}
#endif
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