/usr/include/ql/termstructures/volatility/flatsmilesection.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 Ferdinando Ametrano
Copyright (C) 2007 François du Vignaud
Copyright (C) 2007 Giorgio Facchinetti
Copyright (C) 2015 Peter Caspers
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 flatsmilesection.hpp
\brief Flat SmileSection
*/
#ifndef quantlib_flat_smile_section_hpp
#define quantlib_flat_smile_section_hpp
#include <ql/termstructures/volatility/smilesection.hpp>
namespace QuantLib {
class FlatSmileSection : public SmileSection {
public:
FlatSmileSection(const Date& d,
Volatility vol,
const DayCounter& dc,
const Date& referenceDate = Date(),
Real atmLevel = Null<Rate>(),
Real shift = 0.0);
FlatSmileSection(Time exerciseTime,
Volatility vol,
const DayCounter& dc,
Real atmLevel = Null<Rate>(),
Real shift = 0.0);
//! \name SmileSection interface
//@{
Real minStrike () const;
Real maxStrike () const;
Real atmLevel() const;
//@}
protected:
Volatility volatilityImpl(Rate) const;
private:
Volatility vol_;
Real atmLevel_;
};
inline Real FlatSmileSection::minStrike () const {
return QL_MIN_REAL - shift();
}
inline Real FlatSmileSection::maxStrike () const {
return QL_MAX_REAL;
}
inline Real FlatSmileSection::atmLevel() const {
return atmLevel_;
}
inline Volatility FlatSmileSection::volatilityImpl(Rate) const {
return vol_;
}
}
#endif
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