Re: [boost] formal review request : mcs::units

From: Deane Yang (deane_yang_at_[hidden])
Date: 2007-02-09 17:33:51

The notion of "volatility" of a stochastic process is used throughout 
finance for measuring the value of an option and has units equal to time 
raised to the -1/2 power. It has an analogue in physics that might be 
called a heat conduction coefficient or diffusion coefficient (apologies 
to physicists for making up my own terminology), because it corresponds 
to the coefficient c in the heat equation

u_t = c^2 u_xx

I currently use my own homegrown units template library and implemented 
+/-(1/2) powers.

Deane

Andreas Harnack wrote:
> Martin Bonner wrote:
> 
>> How would you deal with fractional powers of units?  (The subject came
>> up in the pqs/quan review, and it was clear they were significant to
>> some people).
>>
> 
> Yes, I've seen such comments too, but I couldn't find a posting 
> explaining in which context it's needed. Do you have a reference by any 
> chance?
> 
> Andreas
> 
> 
> 
> 
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