Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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srfm::multi_asset::MultiAssetInterval Member List

This is the complete list of members for srfm::multi_asset::MultiAssetInterval, including all inherited members.

classify(double ds2) noexceptsrfm::multi_asset::MultiAssetIntervalstatic
compute(const MultiAssetEvent &a, const MultiAssetEvent &b, const Eigen::MatrixXd &metric) noexceptsrfm::multi_asset::MultiAssetIntervalstatic
compute_and_classify(const MultiAssetEvent &a, const MultiAssetEvent &b, const Eigen::MatrixXd &metric) noexceptsrfm::multi_asset::MultiAssetIntervalstatic
IntervalType typedefsrfm::multi_asset::MultiAssetInterval
kLightlikeEpssrfm::multi_asset::MultiAssetIntervalstatic