A free/open-source library for quantitative finance
Version 1.3
Getting started
Introduction
Where to get QuantLib
Installation
Configuration
Usage
Version history
Additional resources
The QuantLib group
Copyright and license
Reference manual
Modules
Class Hierarchy
Compound List
File List
Compound Members
File Members
Todo List
Known Bugs
Caveats
Test Suite
Examples
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
More...
#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