QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
methods
montecarlo
sample.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file sample.hpp
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\brief weighted sample
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*/
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#ifndef quantlib_sample_h
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#define quantlib_sample_h
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#include <
ql/types.hpp
>
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#include <utility>
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namespace
QuantLib
{
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//! weighted sample
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/*! \ingroup mcarlo */
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template
<
class
T>
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struct
Sample
{
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public
:
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typedef
T
value_type
;
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Sample
(
T
value
,
Real
weight
) :
value
(
std
::move(
value
)),
weight
(
weight
) {}
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T
value
;
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Real
weight
;
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};
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}
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#endif
T
Time T
Definition:
defaultdensitystructure.cpp:33
QuantLib::Real
QL_REAL Real
real number
Definition:
types.hpp:50
QuantLib
Definition:
any.hpp:35
std
STL namespace.
QuantLib::Sample
weighted sample
Definition:
sample.hpp:35
QuantLib::Sample::value_type
T value_type
Definition:
sample.hpp:37
QuantLib::Sample::weight
Real weight
Definition:
sample.hpp:40
QuantLib::Sample::value
T value
Definition:
sample.hpp:39
QuantLib::Sample::Sample
Sample(T value, Real weight)
Definition:
sample.hpp:38
types.hpp
Custom types.
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