A free/open-source library for quantitative finance
Reference manual - version 1.20
QuantLib
Sample
Public Types
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Public Member Functions
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Public Attributes
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List of all members
Sample< T > Struct Template Reference
Monte Carlo framework
weighted sample
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#include <ql/methods/montecarlo/sample.hpp>
Public Types
typedef T
value_type
Public Member Functions
Sample
(const T &value,
Real
weight)
Public Attributes
T
value
Real
weight
Detailed Description
template<class T>
struct QuantLib::Sample< T >
weighted sample
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