Historical correlation class More...
#include <ql/models/marketmodels/historicalforwardratesanalysis.hpp>
Inherits HistoricalForwardRatesAnalysis.
| Public Member Functions | |
| HistoricalForwardRatesAnalysisImpl (const boost::shared_ptr< SequenceStatistics > &stats, const Date &startDate, const Date &endDate, const Period &step, const boost::shared_ptr< InterestRateIndex > &fwdIndex, const Period &initialGap, const Period &horizon, const std::vector< boost::shared_ptr< IborIndex > > &iborIndexes, const std::vector< boost::shared_ptr< SwapIndex > > &swapIndexes, const DayCounter &yieldCurveDayCounter, Real yieldCurveAccuracy) | |
| const std::vector< Date > & | skippedDates () const | 
| const std::vector< std::string > & | skippedDatesErrorMessage () const | 
| const std::vector< Date > & | failedDates () const | 
| const std::vector< std::string > & | failedDatesErrorMessage () const | 
| const std::vector< Period > & | fixingPeriods () const | 
Historical correlation class