historicalratesanalysis.hpp File Reference

Statistical analysis of historical rates. More...

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

Go to the source code of this file.

Classes
class	HistoricalRatesAnalysis
	Historical rate analysis class More...

Namespaces
namespace	QuantLib

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< ext::shared_ptr< InterestRateIndex > > &indexes)

Detailed Description

Statistical analysis of historical rates.

Definition in file historicalratesanalysis.hpp.