Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Static Public Member Functions | List of all members
srfm::manifold::SpacetimeInterval Class Reference

#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
 

Detailed Description

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.

Member Function Documentation

◆ classify()

IntervalType srfm::manifold::SpacetimeInterval::classify ( double  interval_squared)
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.

◆ compute()

std::optional< double > srfm::manifold::SpacetimeInterval::compute ( const SpacetimeEvent &  a,
const SpacetimeEvent &  b,
double  c_market = constants::SPEED_OF_INFORMATION 
)
staticnoexcept

Compute ds² = −c²·Δt² + ΔP² + ΔV² + ΔM²

Arguments

  • a — origin event
  • b — destination event
  • c_market — speed of information (default: SPEED_OF_INFORMATION = 1.0)

Returns

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.


The documentation for this class was generated from the following files: