QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Types | Public Member Functions | Public Attributes | List of all members
Sample< T > Struct Template Reference

weighted sample More...

#include <ql/methods/montecarlo/sample.hpp>

Public Types

typedef T value_type
 

Public Member Functions

 Sample (const T &value, Real weight)
 

Public Attributes

value
 
Real weight
 

Detailed Description

template<class T>
struct QuantLib::Sample< T >

weighted sample