QuantLib_HistoricalRatesAnalysis (3) Linux Manual Page

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

Generated automatically by Doxygen for QuantLib from the source code.