24#ifndef quantlib_historical_rates_analysis_hpp
25#define quantlib_historical_rates_analysis_hpp
32 class InterestRateIndex;
36 std::vector<Date>& skippedDates,
37 std::vector<std::string>& skippedDatesErrorMessage,
38 const Date& startDate,
41 const std::vector<ext::shared_ptr<InterestRateIndex> >& indexes);
47 const Date& startDate,
50 const std::vector<ext::shared_ptr<InterestRateIndex> >& indexes);
53 const ext::shared_ptr<SequenceStatistics>&
stats()
const;
56 ext::shared_ptr<SequenceStatistics>
stats_;
63 inline const std::vector<Date>&
68 inline const std::vector<std::string>&
73 inline const ext::shared_ptr<SequenceStatistics>&
Historical rate analysis class
const ext::shared_ptr< SequenceStatistics > & stats() const
const std::vector< std::string > & skippedDatesErrorMessage() const
const std::vector< Date > & skippedDates() const
std::vector< Date > skippedDates_
ext::shared_ptr< SequenceStatistics > stats_
std::vector< std::string > skippedDatesErrorMessage_
date- and time-related classes, typedefs and enumerations
GenericSequenceStatistics< Statistics > SequenceStatistics
default multi-dimensional statistics tool
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)
Statistics tools for sequence (vector, list, array) samples.