Historical rate analysis class More...
#include <historicalratesanalysis.hpp>
Collaboration diagram for HistoricalRatesAnalysis:
Public Member Functions | |
| HistoricalRatesAnalysis (ext::shared_ptr< SequenceStatistics > stats, const Date &startDate, const Date &endDate, const Period &step, const std::vector< ext::shared_ptr< InterestRateIndex > > &indexes) | |
| const std::vector< Date > & | skippedDates () const |
| const std::vector< std::string > & | skippedDatesErrorMessage () const |
| const ext::shared_ptr< SequenceStatistics > & | stats () const |
Private Attributes | |
| ext::shared_ptr< SequenceStatistics > | stats_ |
| std::vector< Date > | skippedDates_ |
| std::vector< std::string > | skippedDatesErrorMessage_ |
Detailed Description
Historical rate analysis class
Definition at line 44 of file historicalratesanalysis.hpp.
Constructor & Destructor Documentation
◆ HistoricalRatesAnalysis()
| HistoricalRatesAnalysis | ( | ext::shared_ptr< SequenceStatistics > | stats, |
| const Date & | startDate, | ||
| const Date & | endDate, | ||
| const Period & | step, | ||
| const std::vector< ext::shared_ptr< InterestRateIndex > > & | indexes | ||
| ) |
Definition at line 82 of file historicalratesanalysis.cpp.
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Member Function Documentation
◆ skippedDates()
| const std::vector< Date > & skippedDates | ( | ) | const |
Definition at line 64 of file historicalratesanalysis.hpp.
◆ skippedDatesErrorMessage()
| const std::vector< std::string > & skippedDatesErrorMessage | ( | ) | const |
Definition at line 69 of file historicalratesanalysis.hpp.
◆ stats()
| const ext::shared_ptr< SequenceStatistics > & stats | ( | ) | const |
Definition at line 74 of file historicalratesanalysis.hpp.
Member Data Documentation
◆ stats_
|
private |
Definition at line 56 of file historicalratesanalysis.hpp.
◆ skippedDates_
|
private |
Definition at line 57 of file historicalratesanalysis.hpp.
◆ skippedDatesErrorMessage_
|
private |
Definition at line 58 of file historicalratesanalysis.hpp.