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

This is the complete list of members for srfm::proper_time::PortfolioAgingModel, including all inherited members.

compute(double coordinate_age, double portfolio_vol, double sharpe) const noexceptsrfm::proper_time::PortfolioAgingModel
max_vol() const noexceptsrfm::proper_time::PortfolioAgingModelinline
PortfolioAgingModel(double max_vol=DEFAULT_MAX_VOL)srfm::proper_time::PortfolioAgingModelexplicit