srfm::proper_time::ProperTimeClock Class Reference

#include <proper_time.hpp>

Public Member Functions
	ProperTimeClock (double max_vol=DEFAULT_MAX_VOL)
void	tick (double new_vol, double dt_days=1.0) noexcept
double	elapsed_proper_time () const noexcept
	Total elapsed proper time in days.
double	elapsed_coordinate_time () const noexcept
	Total elapsed coordinate (calendar) time in days.
double	current_gamma () const noexcept
	Current Lorentz factor (from the most recent tick).
double	current_velocity () const noexcept
	Current normalised velocity β.
double	max_vol () const noexcept
	Maximum volatility cap.
std::size_t	tick_count () const noexcept
	Number of ticks accumulated.
void	reset () noexcept
	Reset all accumulators.

Detailed Description

Integrates proper time τ = ∑ dt / γ(v(t)) over a sequence of volatility observations.

Each call to tick() advances the clock by dτ = dt_days / γ(v), where v is derived from the supplied volatility.

Definition at line 99 of file proper_time.hpp.

Constructor & Destructor Documentation

ProperTimeClock()

srfm::proper_time::ProperTimeClock::ProperTimeClock ( double  max_vol = DEFAULT_MAX_VOL )

explicit

Parameters

max_vol

Volatility cap analogous to the speed of light (default DEFAULT_MAX_VOL).

Definition at line 51 of file proper_time.cpp.

Member Function Documentation

current_gamma()

double srfm::proper_time::ProperTimeClock::current_gamma ( ) const

inlinenoexcept

Current Lorentz factor (from the most recent tick).

Definition at line 122 of file proper_time.hpp.

current_velocity()

double srfm::proper_time::ProperTimeClock::current_velocity ( ) const

inlinenoexcept

Current normalised velocity β.

Definition at line 127 of file proper_time.hpp.

elapsed_coordinate_time()

double srfm::proper_time::ProperTimeClock::elapsed_coordinate_time ( ) const

inlinenoexcept

Total elapsed coordinate (calendar) time in days.

Definition at line 117 of file proper_time.hpp.

elapsed_proper_time()

double srfm::proper_time::ProperTimeClock::elapsed_proper_time ( ) const

inlinenoexcept

Total elapsed proper time in days.

Definition at line 112 of file proper_time.hpp.

max_vol()

double srfm::proper_time::ProperTimeClock::max_vol ( ) const

inlinenoexcept

Maximum volatility cap.

Definition at line 132 of file proper_time.hpp.

reset()

void srfm::proper_time::ProperTimeClock::reset ( )

noexcept

Reset all accumulators.

Definition at line 73 of file proper_time.cpp.

tick()

void srfm::proper_time::ProperTimeClock::tick ( double  new_vol, double  dt_days = 1.0  )

noexcept

Advance the clock by one observation.

Parameters

new_vol	Current annualised portfolio volatility.
dt_days	Calendar days elapsed since the last tick (default 1).

Definition at line 56 of file proper_time.cpp.

tick_count()

std::size_t srfm::proper_time::ProperTimeClock::tick_count ( ) const

inlinenoexcept

Number of ticks accumulated.

Definition at line 135 of file proper_time.hpp.

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

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