Roland Conybeare
d1fa15f248
git-subtree-dir: xo-unit git-subtree-mainline:e9ee6992cagit-subtree-split:b531e382c2
36 lines
909 B
C++
36 lines
909 B
C++
/** @file ex6.cpp **/
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#include "xo/unit/quantity.hpp"
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#include "xo/unit/quantity_iostream.hpp"
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#include <iostream>
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int
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main () {
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using xo::qty::quantity;
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namespace q = xo::qty::qty;
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using xo::flatstring;
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/* 20% volatility over 360 days */
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auto q1 = q::volatility_360d(0.2);
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/* 10% volatility over 30 days */
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auto q2 = q::volatility_30d(0.1);
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/* 10% volatility per 30 days
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* ~ (10% * sqrt(360/30)) volatility over 360 days
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* ~ (10% * 3.4641)
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* ~ 0.34641yr360^(-1/2)
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*/
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auto sum = q1 + q2;
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auto prod = q1 * q2;
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static_assert(sum.abbrev() == flatstring("yr360^(-1/2)"));
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static_assert(prod.abbrev() == flatstring("yr360^-1"));
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std::cerr << "q1: " << q1 << std::endl;
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std::cerr << "q2: " << q2 << std::endl;
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std::cerr << "q1+q2: " << sum << std::endl;
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std::cerr << "q1*q2: " << prod << std::endl;
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}
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/** end ex6.cpp */
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