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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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This is the complete list of members for srfm::multi_asset::MultiAssetLorentz, including all inherited members.
| portfolio_beta(const std::vector< double > &betas, const Eigen::MatrixXd &metric) noexcept | srfm::multi_asset::MultiAssetLorentz | static |
| transform(const MultiAssetEvent &a, const MultiAssetEvent &b, const Eigen::MatrixXd &metric) noexcept | srfm::multi_asset::MultiAssetLorentz | static |