QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Statistical analysis of historical rates. More...
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) |
Statistical analysis of historical rates.
Definition in file historicalratesanalysis.hpp.