QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
HistoricalRatesAnalysis Class Reference

Historical rate analysis class More...

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

Public Member Functions

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

Detailed Description

Historical rate analysis class