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Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Implementation of ChristoffelN. More...
Go to the source code of this file.
Namespaces | |
| namespace | srfm |
| namespace | srfm::tensor |
Implementation of ChristoffelN.
See include/srfm/tensor/christoffel_n.hpp for the public API contract.
Christoffel symbols of the second kind:
Γ^λ_μν = ½ g^λσ (∂_μ g_νσ + ∂_ν g_μσ - ∂_σ g_μν)
Metric derivatives are evaluated by central finite differences:
∂_α g_μν ≈ [g_μν(x + h·e_α) - g_μν(x - h·e_α)] / (2h)
For a constant metric (NAssetManifold base case) all derivatives vanish, so all Christoffel symbols are identically zero.
Definition in file christoffel_n.cpp.