ql/models/marketmodels/historicalratesanalysis.hpp File Reference
Statistical analysis of historical rates. More...
#include <ql/math/statistics/sequencestatistics.hpp>
#include <ql/time/date.hpp>
Include dependency graph for historicalratesanalysis.hpp:

Classes | |
class | HistoricalRatesAnalysis |
Historical rate analysis class More... | |
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< boost::shared_ptr< InterestRateIndex > > &indexes) |
Detailed Description
Statistical analysis of historical rates.