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volatility_annualized

Function volatility_annualized 

Source
pub fn volatility_annualized(
    returns: &[f64],
    periods_per_year: f64,
) -> FinanceResult<f64>
Expand description

Annualized volatility: volatility(returns) * sqrt(periods_per_year).

ยงExamples

use finance_solution::{volatility_annualized, FinanceError};

assert!(volatility_annualized(&[0.01, 0.02], 12.0).is_ok());
match volatility_annualized(&[0.01, 0.02], 0.0) {
    Err(FinanceError::Unsolvable { message }) => assert!(message.contains("periods_per_year")),
    other => panic!("expected Unsolvable, got {other:?}"),
}