QuantLib_HistoricalRatesAnalysis man page

HistoricalRatesAnalysis — Historical rate analysis class  


#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


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Referenced By

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

Mon Apr 30 2018 Version 1.12.1 QuantLib