HistoricalRatesAnalysis Class Reference

Historical rate analysis class More...

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

List of all members.

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