/usr/include/ql/math/functional.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) 2003 RiskMap 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 functional.hpp
\brief functionals and combinators not included in the STL
*/
#ifndef quantlib_functional_hpp
#define quantlib_functional_hpp
#include <ql/types.hpp>
#include <cmath>
#include <functional>
namespace QuantLib {
// functions
template <class T, class U>
class constant : public std::unary_function<T,U> {
public:
constant(const U& u) : u_(u) {}
U operator()(const T&) const { return u_; }
private:
U u_;
};
template <class T>
class identity : public std::unary_function<T,T> {
public:
T operator()(const T& t) const { return t; }
};
template <class T>
class square : public std::unary_function<T,T> {
public:
T operator()(const T& t) const { return t*t; }
};
template <class T>
class cube : public std::unary_function<T,T> {
public:
T operator()(const T& t) const { return t*t*t; }
};
template <class T>
class fourth_power : public std::unary_function<T,T> {
public:
T operator()(const T& t) const { T t2 = t*t; return t2*t2; }
};
// predicates
class everywhere : public constant<Real,bool> {
public:
everywhere() : constant<Real,bool>(true) {}
};
class nowhere : public constant<Real,bool> {
public:
nowhere() : constant<Real,bool>(false) {}
};
template <class T>
class equal_within : public std::binary_function<T, T, bool> {
public:
equal_within(const T& eps) : eps_(eps) {}
bool operator()(const T a, const T b) const {
return std::fabs(a-b) <= eps_;
}
private:
const T eps_;
};
// combinators
template <class F, class R>
class clipped_function {
public:
typedef typename F::argument_type argument_type;
typedef typename F::result_type result_type;
clipped_function(const F& f, const R& r) : f_(f), r_(r) {}
result_type operator()(const argument_type& x) const {
return r_(x) ? f_(x) : result_type();
}
private:
F f_;
R r_;
};
template <class F, class R>
clipped_function<F,R> clip(const F& f, const R& r) {
return clipped_function<F,R>(f,r);
}
template <class F, class G>
class composed_function {
public:
typedef typename G::argument_type argument_type;
typedef typename F::result_type result_type;
composed_function(const F& f, const G& g) : f_(f), g_(g) {}
result_type operator()(const argument_type& x) const {
return f_(g_(x));
}
private:
F f_;
G g_;
};
template <class F, class G>
composed_function<F,G> compose(const F& f, const G& g) {
return composed_function<F,G>(f,g);
}
template <class F, class G, class H>
class binary_compose3_function :
public std::binary_function<typename G::argument_type,
typename H::argument_type,
typename F::result_type>{
public:
typedef typename G::argument_type first_argument_type;
typedef typename H::argument_type second_argument_type;
typedef typename F::result_type result_type;
binary_compose3_function(const F& f, const G& g, const H& h)
: f_(f), g_(g), h_(h) {}
result_type operator()(const first_argument_type& x,
const second_argument_type& y) const {
return f_(g_(x), h_(y));
}
private:
F f_;
G g_;
H h_;
};
template <class F, class G, class H> binary_compose3_function<F, G, H>
compose3(const F& f, const G& g, const H& h) {
return binary_compose3_function<F, G, H>(f, g, h);
}
}
#endif
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