/usr/include/ql/instruments/compositeinstrument.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) 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 compositeinstrument.hpp
\brief Composite instrument class
*/
#ifndef quantlib_composite_instrument_hpp
#define quantlib_composite_instrument_hpp
#include <ql/instrument.hpp>
#include <list>
#include <utility>
namespace QuantLib {
//! %Composite instrument
/*! This instrument is an aggregate of other instruments. Its NPV
is the sum of the NPVs of its components, each possibly
multiplied by a given factor.
<b>Example: </b>
\link Replication.cpp
static replication of a down-and-out barrier option
\endlink
\warning Methods that drive the calculation directly (such as
recalculate(), freeze() and others) might not work
correctly.
\ingroup instruments
*/
class CompositeInstrument : public Instrument {
typedef std::pair<boost::shared_ptr<Instrument>, Real> component;
typedef std::list<component>::iterator iterator;
typedef std::list<component>::const_iterator const_iterator;
public:
//! adds an instrument to the composite
void add(const boost::shared_ptr<Instrument>& instrument,
Real multiplier = 1.0);
//! shorts an instrument from the composite
void subtract(const boost::shared_ptr<Instrument>& instrument,
Real multiplier = 1.0);
//! \name Instrument interface
//@{
bool isExpired() const;
protected:
void performCalculations() const;
//@}
private:
std::list<component> components_;
};
}
#endif
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