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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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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 | |
| T | value |
| Real | weight |
weighted sample