An indirect question?

[James M]

A very good grammar book tells us readers that the following sentence is an indirect question:

"I know what you did last night."

Do you agree and why? Is it really a statement rather than a question?

Thank you.

[Dozy]

It doesn't seem like an indirect question to me since it is not requesting information of the other person. It just seems like a statement.

[James M]

Thank you, Dozy, for the confirmation.