/* -*- 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

 <https://www.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>

#include <utility>

namespace QuantLib {

    //! weighted sample

    /*! \ingroup mcarlo */

    template <class T>

    struct Sample {

      public:

        typedef T value_type;

        Sample(T value, Real weight) : value(std::move(value)), weight(weight) {}

        T value;

        Real weight;

    };

}

#endif