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.