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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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Computes spacetime intervals between N-asset events. More...
#include <n_asset_interval.hpp>
Public Member Functions | |
| NAssetInterval () noexcept=default | |
| Default constructor. | |
| std::optional< IntervalResult > | compute (const NAssetEvent &a, const NAssetEvent &b, const NAssetManifold &manifold) const noexcept |
| Compute ds² = g_μν Δx^μ Δx^ν between two events. | |
| std::optional< std::vector< IntervalResult > > | batch_from_reference (const NAssetEvent &ref, std::span< const NAssetEvent > events, const NAssetManifold &manifold) const noexcept |
| Compute intervals from a reference event to many events. | |
Computes spacetime intervals between N-asset events.
Stateless: all methods are const and noexcept.
Definition at line 105 of file n_asset_interval.hpp.
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defaultnoexcept |
Default constructor.
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noexcept |
Compute intervals from a reference event to many events.
Equivalent to calling compute(ref, events[i], manifold) for each i.
| ref | Reference event. |
| events | Span of target events. |
| manifold | The NAssetManifold. |
Definition at line 73 of file n_asset_interval.cpp.
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noexcept |
Compute ds² = g_μν Δx^μ Δx^ν between two events.
Δx = b.to_coords() - a.to_coords().
| a | First event. |
| b | Second event. |
| manifold | The NAssetManifold providing the metric. |
Definition at line 40 of file n_asset_interval.cpp.