srfm::portfolio::PortfolioInvariant Class Reference

#include <lorentz_portfolio.hpp>

Public Member Functions
	PortfolioInvariant ()=delete

Static Public Member Functions
static double	compute (const PortfolioFourVector &pf) noexcept
	Compute the Minkowski norm squared of pf.

Detailed Description

Minkowski norm squared of a PortfolioFourVector.

I = ret² - vol² - skew² - kurt²

This scalar is invariant under all Lorentz boosts; verifying I == I' is a useful sanity check.

Definition at line 129 of file lorentz_portfolio.hpp.

Constructor & Destructor Documentation

PortfolioInvariant()

srfm::portfolio::PortfolioInvariant::PortfolioInvariant ( )

delete

Member Function Documentation

compute()

static double srfm::portfolio::PortfolioInvariant::compute ( const PortfolioFourVector &  pf )

inlinestaticnoexcept

Compute the Minkowski norm squared of pf.

Definition at line 134 of file lorentz_portfolio.hpp.

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

• include/srfm/lorentz_portfolio.hpp