text: /* -*- 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
   <http://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>
  
  namespace QuantLib {
  
      //! weighted sample
      /*! \ingroup mcarlo */
      template <class T>
      struct Sample {
        public:
          typedef T value_type;
          Sample(const T& value0, Real weight0)
          : value(value0), weight(weight0) {}
          T value;
          Real weight;
      };
  
  }
  
  
  #endif
  