srfm::minkowski_momentum::FourMomentumConservation Class Reference

#include <minkowski_momentum.hpp>

Static Public Member Functions
static bool	conserves (std::span< const FourMomentum > trades, const FourMomentum &reference, double tolerance=1e-9) noexcept
static FourMomentum	sum (std::span< const FourMomentum > momenta) noexcept

Detailed Description

Checks whether a set of trade four-momenta conserves total four-momentum (i.e. the net change in portfolio exposure sums to the reference vector).

Definition at line 126 of file minkowski_momentum.hpp.

Member Function Documentation

conserves()

bool srfm::minkowski_momentum::FourMomentumConservation::conserves ( std::span< const FourMomentum >  trades, const FourMomentum &  reference, double  tolerance = 1e-9  )

staticnoexcept

Check four-momentum conservation for a collection of trades.

The trades are considered "conserving" if the sum of all four-momentum vectors equals the reference vector within tolerance.

Parameters

trades	Span of four-momentum changes from individual trades.
reference	Expected net four-momentum (e.g. zeros for net-flat).
tolerance	Per-component absolute tolerance (default 1e-9).

Returns

true if all four components are conserved.

Definition at line 87 of file minkowski_momentum.cpp.

sum()

FourMomentum srfm::minkowski_momentum::FourMomentumConservation::sum ( std::span< const FourMomentum >  momenta )

staticnoexcept

Sum a collection of four-momenta into a single resultant.

Parameters

momenta

Span of four-momentum vectors.

Returns

Component-wise sum.

Definition at line 74 of file minkowski_momentum.cpp.

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

• include/srfm/minkowski_momentum.hpp
• src/minkowski_momentum.cpp