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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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#include <manifold.hpp>
Static Public Member Functions | |
| static std::optional< double > | compute (const SpacetimeEvent &a, const SpacetimeEvent &b, double c_market=constants::SPEED_OF_INFORMATION) noexcept |
| static IntervalType | classify (double interval_squared) noexcept |
Computes the Minkowski-signature spacetime interval between two market events.
All methods are static and operate on value types — no heap allocation.
Definition at line 75 of file manifold.hpp.
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staticnoexcept |
Classify an already-computed interval squared value.
Uses FLOAT_EPSILON as the lightlike tolerance band.
Definition at line 55 of file spacetime_interval.cpp.
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staticnoexcept |
Compute ds² = −c²·Δt² + ΔP² + ΔV² + ΔM²
a — origin eventb — destination eventc_market — speed of information (default: SPEED_OF_INFORMATION = 1.0)The raw signed interval squared. Negative → timelike; zero → lightlike; positive → spacelike. Returns nullopt if any coordinate is non-finite.
Definition at line 25 of file spacetime_interval.cpp.