srfm::multi_asset::MultiAssetInterval Class Reference

N-dimensional spacetime interval between two MultiAssetEvents. More...

#include <multi_asset.hpp>

Public Types
using	IntervalType = srfm::manifold::IntervalType

Static Public Member Functions
static std::optional< double >	compute (const MultiAssetEvent &a, const MultiAssetEvent &b, const Eigen::MatrixXd &metric) noexcept
	Compute ds² between two N-asset spacetime events.
static IntervalType	classify (double ds2) noexcept
	Classify a pre-computed ds² value.
static std::optional< std::pair< double, IntervalType > >	compute_and_classify (const MultiAssetEvent &a, const MultiAssetEvent &b, const Eigen::MatrixXd &metric) noexcept
	Compute and classify in one call.

Static Public Attributes
static constexpr double	kLightlikeEps = srfm::manifold::LIGHTLIKE_THRESHOLD
	Threshold for LIGHTLIKE classification.

Detailed Description

N-dimensional spacetime interval between two MultiAssetEvents.

The metric tensor g_μν is:

g_00 = −c_market² (time-time, negative signature) g_0i = 0 (no time-space cross-terms) g_ij = Σ_ij (price-price block: correlation-scaled covariance)

where Σ_ij = ρ_ij · σ_i · σ_j is the rolling covariance matrix.

Classification

ds² < -LIGHTLIKE_EPS → TIMELIKE (causal, correlated joint motion) |ds²| ≤ LIGHTLIKE_EPS → LIGHTLIKE (critical boundary) ds² > +LIGHTLIKE_EPS → SPACELIKE (stochastic, decorrelated motion)

Definition at line 85 of file multi_asset.hpp.

Member Typedef Documentation

IntervalType

using srfm::multi_asset::MultiAssetInterval::IntervalType = srfm::manifold::IntervalType

Definition at line 87 of file multi_asset.hpp.

Member Function Documentation

classify()

MultiAssetInterval::IntervalType srfm::multi_asset::MultiAssetInterval::classify ( double  ds2 )

staticnoexcept

Classify a pre-computed ds² value.

Definition at line 83 of file multi_asset.cpp.

compute()

std::optional< double > srfm::multi_asset::MultiAssetInterval::compute ( const MultiAssetEvent &  a, const MultiAssetEvent &  b, const Eigen::MatrixXd &  metric  )

staticnoexcept

Compute ds² between two N-asset spacetime events.

Parameters

a	First event (earlier in time).
b	Second event (later in time).
metric	The (N+1)×(N+1) Lorentzian metric tensor g_μν.

Returns

ds² value, or std::nullopt if events have different asset counts or the metric dimensions are inconsistent.

Definition at line 58 of file multi_asset.cpp.

compute_and_classify()

std::optional< std::pair< double, MultiAssetInterval::IntervalType > > srfm::multi_asset::MultiAssetInterval::compute_and_classify ( const MultiAssetEvent &  a, const MultiAssetEvent &  b, const Eigen::MatrixXd &  metric  )

staticnoexcept

Compute and classify in one call.

Returns

Pair (ds², IntervalType), or nullopt on failure.

Definition at line 90 of file multi_asset.cpp.

Member Data Documentation

kLightlikeEps

constexpr double srfm::multi_asset::MultiAssetInterval::kLightlikeEps = srfm::manifold::LIGHTLIKE_THRESHOLD

staticconstexpr

Threshold for LIGHTLIKE classification.

Definition at line 90 of file multi_asset.hpp.

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

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