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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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This is the complete list of members for srfm::lorentz::BetaCalculator, including all inherited members.
| BetaCalculator()=delete | srfm::lorentz::BetaCalculator | |
| clamp(double raw_beta) noexcept | srfm::lorentz::BetaCalculator | static |
| dopplerFactor(BetaVelocity beta) noexcept | srfm::lorentz::BetaCalculator | static |
| fromPriceVelocity(double price_velocity, double max_velocity) noexcept | srfm::lorentz::BetaCalculator | static |
| fromPriceVelocityOnline(std::span< const double > prices, double time_delta) noexcept | srfm::lorentz::BetaCalculator | static |
| fromReturn(double period_return, double max_return) noexcept | srfm::lorentz::BetaCalculator | static |
| fromRollingWindow(std::span< const double > prices, std::size_t window, double max_velocity, double time_delta) noexcept | srfm::lorentz::BetaCalculator | static |
| isNewtonian(BetaVelocity beta) noexcept | srfm::lorentz::BetaCalculator | static |
| isRelativistic(BetaVelocity beta) noexcept | srfm::lorentz::BetaCalculator | static |
| isValid(BetaVelocity beta) noexcept | srfm::lorentz::BetaCalculator | static |
| kineticEnergy(BetaVelocity beta, double effective_mass, double c_market=constants::SPEED_OF_INFORMATION) noexcept | srfm::lorentz::BetaCalculator | static |
| meanAbsVelocity(std::span< const double > prices, double time_delta) noexcept | srfm::lorentz::BetaCalculator | static |