HistoricalRatesAnalysis Class Reference

Historical rate analysis class More...

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

Public Member Functions
	HistoricalRatesAnalysis (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