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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::proper_time::PortfolioAgingModel, including all inherited members.
| compute(double coordinate_age, double portfolio_vol, double sharpe) const noexcept | srfm::proper_time::PortfolioAgingModel | |
| max_vol() const noexcept | srfm::proper_time::PortfolioAgingModel | inline |
| PortfolioAgingModel(double max_vol=DEFAULT_MAX_VOL) | srfm::proper_time::PortfolioAgingModel | explicit |