Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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srfm::causal::CausalConeFilter Member List

This is the complete list of members for srfm::causal::CausalConeFilter, including all inherited members.

build_histories(std::span< const core::OHLCV > bars, std::span< const manifold::SpacetimeEvent > events) const noexceptsrfm::causal::CausalConeFilter
CausalConeFilter(Config config=Config{}) noexceptsrfm::causal::CausalConeFilterexplicit
compute_signal(const CausalHistory &history, std::span< const double > returns, std::size_t bar_idx) const noexceptsrfm::causal::CausalConeFilter
look_back() const noexceptsrfm::causal::CausalConeFilterinline