QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | List of all members
HistoricalForwardRatesAnalysis Class Referenceabstract

#include <ql/models/marketmodels/historicalforwardratesanalysis.hpp>

+ Inheritance diagram for HistoricalForwardRatesAnalysis:
+ Collaboration diagram for HistoricalForwardRatesAnalysis:

Public Member Functions

virtual ~HistoricalForwardRatesAnalysis ()=default
 
virtual const std::vector< Date > & skippedDates () const =0
 
virtual const std::vector< std::string > & skippedDatesErrorMessage () const =0
 
virtual const std::vector< Date > & failedDates () const =0
 
virtual const std::vector< std::string > & failedDatesErrorMessage () const =0
 
virtual const std::vector< Period > & fixingPeriods () const =0
 

Detailed Description

Definition at line 197 of file historicalforwardratesanalysis.hpp.

Constructor & Destructor Documentation

◆ ~HistoricalForwardRatesAnalysis()

virtual ~HistoricalForwardRatesAnalysis ( )
virtualdefault

Member Function Documentation

◆ skippedDates()

virtual const std::vector< Date > & skippedDates ( ) const
pure virtual

◆ skippedDatesErrorMessage()

virtual const std::vector< std::string > & skippedDatesErrorMessage ( ) const
pure virtual

◆ failedDates()

virtual const std::vector< Date > & failedDates ( ) const
pure virtual

◆ failedDatesErrorMessage()

virtual const std::vector< std::string > & failedDatesErrorMessage ( ) const
pure virtual

◆ fixingPeriods()

virtual const std::vector< Period > & fixingPeriods ( ) const
pure virtual