Rechercher une page de manuel
QuantLib_HistoricalRatesAnalysis
Langue: en
Version: 382255 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::HistoricalRatesAnalysis -Historical rate analysis class
SYNOPSIS
#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
Detailed Description
Historical rate analysis class
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre