QuantLib_HistoricalRatesAnalysis (3) - Linux Man Pages

QuantLib_HistoricalRatesAnalysis: Historical rate analysis class

NAME

QuantLib::HistoricalRatesAnalysis - Historical rate analysis class

SYNOPSIS


#include <ql/models/marketmodels/historicalratesanalysis.hpp>

Public Member Functions


HistoricalRatesAnalysis (const boost::shared_ptr< SequenceStatistics > &stats, const Date &startDate, const Date &endDate, const Period &step, const std::vector< boost::shared_ptr< InterestRateIndex > > &indexes)

const std::vector< Date > & skippedDates () const

const std::vector< std::string > & skippedDatesErrorMessage () const

const boost::shared_ptr< SequenceStatistics > & stats () const

Detailed Description

Historical rate analysis class

Author

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