Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
Loading...
Searching...
No Matches
Static Public Member Functions | List of all members
srfm::minkowski_momentum::MinkowskiMomentum Class Reference

Stateless utility class for financial Minkowski four-momentum calculations. More...

#include <minkowski_momentum.hpp>

Static Public Member Functions

static double invariant_mass_sq (const FourMomentum &p) noexcept
 
static std::optional< double > invariant_mass (const FourMomentum &p) noexcept
 
static std::optional< double > rapidity (const FourMomentum &p) noexcept
 
static double transverse_momentum (const FourMomentum &p) noexcept
 
static double spatial_magnitude (const FourMomentum &p) noexcept
 

Detailed Description

Stateless utility class for financial Minkowski four-momentum calculations.

Definition at line 71 of file minkowski_momentum.hpp.

Member Function Documentation

◆ invariant_mass()

std::optional< double > srfm::minkowski_momentum::MinkowskiMomentum::invariant_mass ( const FourMomentum &  p)
staticnoexcept

Compute the invariant mass (diversification measure): m = sqrt(|m²|) with sign preserved (negative if space-like)

Returns nullopt if the four-momentum components are not all finite.

Parameters
pFour-momentum vector.
Returns
Signed sqrt of |m²|, or nullopt on invalid input.

Definition at line 30 of file minkowski_momentum.cpp.

◆ invariant_mass_sq()

double srfm::minkowski_momentum::MinkowskiMomentum::invariant_mass_sq ( const FourMomentum &  p)
staticnoexcept

Compute the Minkowski interval (invariant mass squared): m² = E² - p_x² - p_y² - p_z²

A positive m² indicates a time-like four-momentum (physically realisable: the portfolio return dominates its exposures). In the financial analogy, m² > 0 means the portfolio is well-diversified.

Parameters
pFour-momentum vector.
Returns
m² = E² - p_x² - p_y² - p_z² (may be negative).

Definition at line 22 of file minkowski_momentum.cpp.

◆ rapidity()

std::optional< double > srfm::minkowski_momentum::MinkowskiMomentum::rapidity ( const FourMomentum &  p)
staticnoexcept

Compute the rapidity in equity space: y = 0.5 * ln((E + p_x) / (E - p_x))

Rapidity is finite and well-defined when |p_x| < E (i.e. equity exposure does not exceed total return).

Parameters
pFour-momentum vector.
Returns
Rapidity, or nullopt if E <= |p_x| or inputs are not finite.

Definition at line 48 of file minkowski_momentum.cpp.

◆ spatial_magnitude()

double srfm::minkowski_momentum::MinkowskiMomentum::spatial_magnitude ( const FourMomentum &  p)
staticnoexcept

Compute the spatial momentum magnitude: |p| = sqrt(p_x² + p_y² + p_z²)

Parameters
pFour-momentum vector.
Returns
|p| >= 0.

Definition at line 68 of file minkowski_momentum.cpp.

◆ transverse_momentum()

double srfm::minkowski_momentum::MinkowskiMomentum::transverse_momentum ( const FourMomentum &  p)
staticnoexcept

Compute the transverse momentum magnitude: p_T = sqrt(p_y² + p_z²)

Represents the combined non-equity exposure.

Parameters
pFour-momentum vector.
Returns
p_T >= 0.

Definition at line 64 of file minkowski_momentum.cpp.


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