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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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Christoffel symbol computation for an NAssetManifold. More...
Go to the source code of this file.
Classes | |
| class | srfm::tensor::ChristoffelN |
| Computes Christoffel symbols Γ^λ_μν for an NAssetManifold. More... | |
Namespaces | |
| namespace | srfm |
| namespace | srfm::tensor |
Christoffel symbol computation for an NAssetManifold.
Module: include/srfm/tensor/ Stage: 4 — N-Asset Manifold
Compute the Christoffel symbols of the second kind,
Γ^λ_μν = ½ g^λσ (∂_μ g_νσ + ∂_ν g_μσ - ∂_σ g_μν)
for an arbitrary NAssetManifold via central finite-differences on the metric tensor.
Definition in file christoffel_n.hpp.