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A number of places --i.e. in risk factor model code -- are quite confusing with respect to the unit that each variable uses.
Using a unit library such as unit could help clarify and enforce proper unit use.
NOTE: we need to confirm the units used with the modelling team first.
The text was updated successfully, but these errors were encountered:
Stumbled on this issue. Here's a GitHub search for C++ units libraries, and a comparison of leading options, to help you pick the one that's best for you. (Disclosure: I'm the author of one of the libraries, the one that is hosting the comparison page.)
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@chiphogg Looks intriguing. Thanks! We'll check it out.
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A number of places --i.e. in risk factor model code -- are quite confusing with respect to the unit that each variable uses.
Using a unit library such as unit could help clarify and enforce proper unit use.
NOTE: we need to confirm the units used with the modelling team first.
The text was updated successfully, but these errors were encountered: