causal_cone.cpp File Reference

Implementation of the Causal Cone Filter for financial spacetime. More...

#include "srfm/causal_cone.hpp"
#include "srfm/manifold.hpp"
#include "srfm/normalizer.hpp"
#include "srfm/constants.hpp"
#include <algorithm>
#include <cassert>
#include <cmath>
#include <fmt/core.h>
#include <numeric>
#include <sstream>

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Namespaces
namespace	srfm
namespace	srfm::causal

Detailed Description

Implementation of the Causal Cone Filter for financial spacetime.

See include/srfm/causal_cone.hpp for full documentation.

Definition in file causal_cone.cpp.