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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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Minkowski interval computer for sequential Lorentz-boosted events. More...
#include <spacetime_manifold.hpp>
Public Member Functions | |
| SpacetimeManifold (double epsilon=1e-6) noexcept | |
| Construct with a custom lightlike tolerance. | |
| ManifoldResult | update (double t_prime, double x_prime) noexcept |
| Record a new transformed event and compute the interval from the last. | |
| bool | has_previous () const noexcept |
| Whether at least one event has been ingested. | |
| double | prev_t_prime () const noexcept |
| Previous boosted time coordinate. | |
| double | prev_x_prime () const noexcept |
| Previous boosted space coordinate. | |
| double | epsilon () const noexcept |
| Lightlike tolerance ε. | |
| void | reset () noexcept |
| Reset all state as if no events have been seen. | |
Static Public Member Functions | |
| static double | interval (double dt, double dx) noexcept |
| Compute the Minkowski interval for an arbitrary pair of events. | |
| static Regime | classify (double ds2, double epsilon=1e-6) noexcept |
| Classify a precomputed interval value. | |
Minkowski interval computer for sequential Lorentz-boosted events.
Definition at line 72 of file spacetime_manifold.hpp.
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inlineexplicitnoexcept |
Construct with a custom lightlike tolerance.
| epsilon | Absolute |Δs²| threshold for LIGHTLIKE classification. Defaults to 1e-6 (appropriate for normalised z-score coords). |
Definition at line 80 of file spacetime_manifold.hpp.
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inlinestaticnoexcept |
Classify a precomputed interval value.
| ds2 | Minkowski interval value. |
| epsilon | Lightlike tolerance. |
Definition at line 190 of file spacetime_manifold.hpp.
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inlinenoexcept |
Lightlike tolerance ε.
Definition at line 151 of file spacetime_manifold.hpp.
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inlinenoexcept |
Whether at least one event has been ingested.
Definition at line 142 of file spacetime_manifold.hpp.
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inlinestaticnoexcept |
Compute the Minkowski interval for an arbitrary pair of events.
Does not mutate any state.
| dt | Time separation Δt'. |
| dx | Space separation Δx'. |
Definition at line 178 of file spacetime_manifold.hpp.
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inlinenoexcept |
Previous boosted time coordinate.
Definition at line 145 of file spacetime_manifold.hpp.
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inlinenoexcept |
Previous boosted space coordinate.
Definition at line 148 of file spacetime_manifold.hpp.
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inlinenoexcept |
Reset all state as if no events have been seen.
Preserves the configured epsilon.
Definition at line 160 of file spacetime_manifold.hpp.
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inlinenoexcept |
Record a new transformed event and compute the interval from the last.
On the first call (no previous event), returns LIGHTLIKE with signal = 0.
| t_prime | Boosted time coordinate from LorentzTransform. |
| x_prime | Boosted space coordinate from LorentzTransform. |
Definition at line 97 of file spacetime_manifold.hpp.