Statistical analysis of historical rates. More...
Classes | |
class | HistoricalRatesAnalysis |
Historical rate analysis class More... | |
Functions | |
void | historicalRatesAnalysis (SequenceStatistics &statistics, std::vector< Date > &skippedDates, std::vector< std::string > &skippedDatesErrorMessage, const Date &startDate, const Date &endDate, const Period &step, const std::vector< boost::shared_ptr< InterestRateIndex > > &indexes) |
Statistical analysis of historical rates.