QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Sample< T > Struct Template Reference

weighted sample More...

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

Public Types

typedef T value_type

Public Member Functions

 Sample (T value, Real weight)

Public Attributes

value
Real weight

Detailed Description

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

weighted sample