Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
Loading...
Searching...
No Matches
Classes | Namespaces
christoffel_n.hpp File Reference

Christoffel symbol computation for an NAssetManifold. More...

#include "n_asset_manifold.hpp"
#include <optional>
#include <vector>
#include <Eigen/Dense>

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
 

Detailed Description

Christoffel symbol computation for an NAssetManifold.

Module: include/srfm/tensor/ Stage: 4 — N-Asset Manifold

Responsibility

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.

Guarantees

NOT Responsible For

Definition in file christoffel_n.hpp.