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

This is the complete list of members for srfm::tensor::CachedMetricTensor, including all inherited members.

CachedMetricTensor(MetricTensor metric, double tol=1e-8)srfm::tensor::CachedMetricTensorinlineexplicit
evaluate(const SpacetimePoint &x) constsrfm::tensor::CachedMetricTensorinline
invalidate() const noexceptsrfm::tensor::CachedMetricTensorinline
inverse(const SpacetimePoint &x) constsrfm::tensor::CachedMetricTensorinline
is_lorentzian(const SpacetimePoint &x) constsrfm::tensor::CachedMetricTensorinline
make_diagonal(double time_scale, const std::array< double, 3 > &vol)srfm::tensor::CachedMetricTensorinlinestatic
make_from_covariance(double time_scale, const Eigen::Matrix3d &cov)srfm::tensor::CachedMetricTensorinlinestatic
make_minkowski(double time_scale=1.0, double spatial_scale=1.0)srfm::tensor::CachedMetricTensorinlinestatic
spacetime_interval(const SpacetimePoint &x, const FourVelocity &dx) constsrfm::tensor::CachedMetricTensorinline