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Sourcecode: quantlib version File versions  Download package

historicalratesanalysis.hpp File Reference


Detailed Description

Statistical analysis of historical rates.

Definition in file historicalratesanalysis.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::HistoricalRatesAnalysis
 Historical rate analysis class More...

Functions

void QuantLib::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)


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