historicalRatesAnalysis (3) - Linux Manuals

historicalRatesAnalysis: Statistical analysis of historical rates.

Command to display historicalRatesAnalysis manual in Linux: $ man 3 historicalRatesAnalysis

NAME

ql/models/marketmodels/historicalratesanalysis.hpp - Statistical analysis of historical rates.

SYNOPSIS

#include <ql/math/statistics/sequencestatistics.hpp>
#include <ql/time/date.hpp>

Classes

class HistoricalRatesAnalysis
Historical rate analysis class

Functions

void historicalRatesAnalysis (SequenceStatistics &statistics, std::vector< Date > &skippedDates, std::vector< std::string > &skippedDatesErrorMessage, const Date &startDate, const Date &endDate, const Period &step, const std::vector< boost::shared_ptr< InterestRateIndex > > &indexes)

Detailed Description

Statistical analysis of historical rates.

Author

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