/usr/include/ql/methods/lattices/lattice1d.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.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2005 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 lattice1d.hpp
\brief One-dimensional lattice class
*/
#ifndef quantlib_tree_lattice_1d_hpp
#define quantlib_tree_lattice_1d_hpp
#include <ql/methods/lattices/lattice.hpp>
namespace QuantLib {
//! One-dimensional tree-based lattice.
/*! Derived classes must implement the following interface:
\code
Real underlying(Size i, Size index) const;
\endcode
\ingroup lattices */
template <class Impl>
class TreeLattice1D : public TreeLattice<Impl> {
public:
TreeLattice1D(const TimeGrid& timeGrid, Size n)
: TreeLattice<Impl>(timeGrid,n) {}
Disposable<Array> grid(Time t) const {
Size i = this->timeGrid().index(t);
Array grid(this->impl().size(i));
for (Size j=0; j<grid.size(); j++)
grid[j] = this->impl().underlying(i,j);
return grid;
}
Real underlying(Size i, Size index) const {
return this->impl().underlying(i,index);
}
};
}
#endif
|