|
Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
|
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 noexcept | srfm::causal::CausalConeFilter | |
| CausalConeFilter(Config config=Config{}) noexcept | srfm::causal::CausalConeFilter | explicit |
| compute_signal(const CausalHistory &history, std::span< const double > returns, std::size_t bar_idx) const noexcept | srfm::causal::CausalConeFilter | |
| look_back() const noexcept | srfm::causal::CausalConeFilter | inline |