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

This is the complete list of members for srfm::lorentz::BetaCalculator, including all inherited members.

BetaCalculator()=deletesrfm::lorentz::BetaCalculator
clamp(double raw_beta) noexceptsrfm::lorentz::BetaCalculatorstatic
dopplerFactor(BetaVelocity beta) noexceptsrfm::lorentz::BetaCalculatorstatic
fromPriceVelocity(double price_velocity, double max_velocity) noexceptsrfm::lorentz::BetaCalculatorstatic
fromPriceVelocityOnline(std::span< const double > prices, double time_delta) noexceptsrfm::lorentz::BetaCalculatorstatic
fromReturn(double period_return, double max_return) noexceptsrfm::lorentz::BetaCalculatorstatic
fromRollingWindow(std::span< const double > prices, std::size_t window, double max_velocity, double time_delta) noexceptsrfm::lorentz::BetaCalculatorstatic
isNewtonian(BetaVelocity beta) noexceptsrfm::lorentz::BetaCalculatorstatic
isRelativistic(BetaVelocity beta) noexceptsrfm::lorentz::BetaCalculatorstatic
isValid(BetaVelocity beta) noexceptsrfm::lorentz::BetaCalculatorstatic
kineticEnergy(BetaVelocity beta, double effective_mass, double c_market=constants::SPEED_OF_INFORMATION) noexceptsrfm::lorentz::BetaCalculatorstatic
meanAbsVelocity(std::span< const double > prices, double time_delta) noexceptsrfm::lorentz::BetaCalculatorstatic