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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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#include <tensor.hpp>
Public Member Functions | |
| ChristoffelSymbols (const MetricTensor &metric, double h=constants::DEFAULT_FD_STEP) | |
| ChristoffelArray | compute (const SpacetimePoint &x) const |
| FourVelocity | contract (const ChristoffelArray &gamma, const FourVelocity &u) const |
Computes the Christoffel symbols of the second kind Γ^λ_μν at a spacetime point by numerically differentiating the metric tensor.
The Christoffel symbols measure how the metric — and therefore the market covariance structure — changes from one market state to another. They are the "connection" that converts coordinate changes into physical changes in the correlation geometry.
Formula (Einstein summation): Γ^λ_μν = ½ g^λσ (∂_μ g_νσ + ∂_ν g_μσ − ∂_σ g_μν)
Partial derivatives are computed via central finite differences: ∂g_μν/∂x^σ ≈ [g_μν(x + h·ê_σ) − g_μν(x − h·ê_σ)] / (2h)
Definition at line 356 of file tensor.hpp.
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explicit |
Construct from a metric tensor.
metric — The position-dependent metric (held by const-reference)h — Finite-difference step for metric derivatives (default 1e-5) Definition at line 14 of file christoffel.cpp.
| ChristoffelArray srfm::tensor::ChristoffelSymbols::compute | ( | const SpacetimePoint & | x | ) | const |
Compute all 4³ = 64 Christoffel symbols at point x.
x — Spacetime point at which to evaluate Γ^λ_μνArray indexed as result[lambda](mu, nu) = Γ^λ_μν. Returns all-zero array if the metric is singular at x.
Definition at line 33 of file christoffel.cpp.
| FourVelocity srfm::tensor::ChristoffelSymbols::contract | ( | const ChristoffelArray & | gamma, |
| const FourVelocity & | u | ||
| ) | const |
Contract the Christoffel symbols with a four-velocity: result^λ = Γ^λ_μν u^μ u^ν
This is the RHS of the geodesic acceleration equation (negated).
Definition at line 79 of file christoffel.cpp.