srfm::proper_time Namespace Reference

Classes
class	PortfolioAgingModel
struct	ProperTime
	Stateless computation of proper-time quantities. More...
class	ProperTimeClock
struct	ProperTimeValue
	Value type returned by ProperTime::compute. More...
class	RelativisticRebalanceTimer

Variables
constexpr double	DEFAULT_MAX_VOL = 0.50
	Default maximum portfolio volatility (annualised), analogous to c.

Variable Documentation

DEFAULT_MAX_VOL

constexpr double srfm::proper_time::DEFAULT_MAX_VOL = 0.50

inlineconstexpr

Default maximum portfolio volatility (annualised), analogous to c.

Definition at line 54 of file proper_time.hpp.