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 |
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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 |
Historical correlation class