External module "ql/models/marketmodels/historicalratesanalysis"

historicalRatesAnalysis

• historicalRatesAnalysis(statistics: SequenceStatistics, skippedDates: Date[], skippedDatesErrorMessage: string[], startDate: Date, endDate: Date, step: Period, indexes: InterestRateIndex[]): void

• Parameters

  • statistics: SequenceStatistics

  • skippedDates: Date[]

  • skippedDatesErrorMessage: string[]

  • startDate: Date

  • endDate: Date

  • step: Period

  • indexes: InterestRateIndex[]

  Returns void