stats (3) - Linux Manuals
stats: Historical rate analysis class
NAME
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
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