srfm::proper_time::PortfolioAgingModel::AgingResult Struct Reference

Result of one aging computation. More...

#include <proper_time.hpp>

Public Attributes
double	coordinate_age
	Raw age in the same units as input.
double	effective_age
	coordinate_age * γ.
double	gamma
	Lorentz factor.
double	adj_sharpe
	sharpe / √(effective_age) or 0 if age <= 0.

Detailed Description

Result of one aging computation.

Definition at line 167 of file proper_time.hpp.

Member Data Documentation

adj_sharpe

double srfm::proper_time::PortfolioAgingModel::AgingResult::adj_sharpe

sharpe / √(effective_age) or 0 if age <= 0.

Definition at line 171 of file proper_time.hpp.

coordinate_age

double srfm::proper_time::PortfolioAgingModel::AgingResult::coordinate_age

Raw age in the same units as input.

Definition at line 168 of file proper_time.hpp.

effective_age

double srfm::proper_time::PortfolioAgingModel::AgingResult::effective_age

coordinate_age * γ.

Definition at line 169 of file proper_time.hpp.

gamma

double srfm::proper_time::PortfolioAgingModel::AgingResult::gamma

Lorentz factor.

Definition at line 170 of file proper_time.hpp.

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The documentation for this struct was generated from the following file:

• include/srfm/proper_time.hpp