From cf65def41714951fa78a4589553883c3d5846108 Mon Sep 17 00:00:00 2001
From: Roland Conybeare <rconybeare@gmail.com>
Date: Sat, 4 May 2024 14:52:19 -0400
Subject: [PATCH] xo-unit: + 30-day volatility unit, factory function

---
 include/xo/unit/natural_unit.hpp | 1 +
 include/xo/unit/quantity.hpp     | 7 ++++++-
 2 files changed, 7 insertions(+), 1 deletion(-)

diff --git a/include/xo/unit/natural_unit.hpp b/include/xo/unit/natural_unit.hpp
index c06faa4c..0acbd93f 100644
--- a/include/xo/unit/natural_unit.hpp
+++ b/include/xo/unit/natural_unit.hpp
@@ -410,6 +410,7 @@ namespace xo {
 
             constexpr auto price = natural_unit<std::int64_t>::from_bu(bu::price);
 
+            constexpr auto volatility_30d = natural_unit<std::int64_t>::from_bu(bu::month, power_ratio_type(-1,2));
             constexpr auto volatility_250d = natural_unit<std::int64_t>::from_bu(bu::year250, power_ratio_type(-1,2));
             constexpr auto volatility_360d = natural_unit<std::int64_t>::from_bu(bu::year360, power_ratio_type(-1,2));
         } /*namespace nu*/
diff --git a/include/xo/unit/quantity.hpp b/include/xo/unit/quantity.hpp
index af8ee94f..be93f8c7 100644
--- a/include/xo/unit/quantity.hpp
+++ b/include/xo/unit/quantity.hpp
@@ -419,7 +419,12 @@ namespace xo {
 
             // ----- volatility -----
 
-            /* volatility in units of 1/yr */
+            /* variance expressed has dimension 1/t;
+             * volatility ~ sqrt(variance),  has dimension 1/sqrt(t)
+             */
+
+            template <typename Repr>
+            inline constexpr auto volatility_30d(Repr x) { return quantity<nu::volatility_30d, Repr>(x); }
             template <typename Repr>
             inline constexpr auto volatility_250d(Repr x) { return quantity<nu::volatility_250d, Repr>(x); }
             template <typename Repr>