QuantLib_HistoricalRatesAnalysis man page

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.

Referenced By

The man pages HistoricalRatesAnalysis(3) and stats(3) are aliases of QuantLib_HistoricalRatesAnalysis(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib