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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file sample.hpp
\brief weighted sample
*/
#ifndef quantlib_sample_h
#define quantlib_sample_h
#include <ql/types.hpp>
namespace QuantLib {
//! weighted sample
/*! \ingroup mcarlo */
template <class T>
struct Sample {
public:
typedef T value_type;
Sample(const T& value, Real weight)
: value(value), weight(weight) {}
T value;
Real weight;
};
}
#endif
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