QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces | Functions
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.