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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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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 |
Stateless utility class for financial Minkowski four-momentum calculations.
Definition at line 71 of file minkowski_momentum.hpp.
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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.
| p | Four-momentum vector. |
Definition at line 30 of file minkowski_momentum.cpp.
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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.
| p | Four-momentum vector. |
Definition at line 22 of file minkowski_momentum.cpp.
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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).
| p | Four-momentum vector. |
Definition at line 48 of file minkowski_momentum.cpp.
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staticnoexcept |
Compute the spatial momentum magnitude: |p| = sqrt(p_x² + p_y² + p_z²)
| p | Four-momentum vector. |
Definition at line 68 of file minkowski_momentum.cpp.
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staticnoexcept |
Compute the transverse momentum magnitude: p_T = sqrt(p_y² + p_z²)
Represents the combined non-equity exposure.
| p | Four-momentum vector. |
Definition at line 64 of file minkowski_momentum.cpp.