Historical rate analysis class More...
#include <ql/models/marketmodels/historicalratesanalysis.hpp>
| Public Member Functions | |
| HistoricalRatesAnalysis (const boost::shared_ptr< SequenceStatistics > &stats, const Date &startDate, const Date &endDate, const Period &step, const std::vector< boost::shared_ptr< InterestRateIndex > > &indexes) | |
| const std::vector< Date > & | skippedDates () const | 
| const std::vector< std::string > & | skippedDatesErrorMessage () const | 
| const boost::shared_ptr< SequenceStatistics > & | stats () const | 
Historical rate analysis class