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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 | |
| GeodesicSolver (const MetricTensor &metric, double step_size=constants::DEFAULT_GEODESIC_STEP, double christoffel_h=constants::DEFAULT_FD_STEP) | |
| std::vector< GeodesicState > | integrate (const SpacetimePoint &x0, const FourVelocity &u0, int steps) const |
| double | norm_squared (const SpacetimePoint &x, const FourVelocity &u) const |
Integrates the geodesic equation using classical 4th-order Runge-Kutta.
The geodesic equation: d²x^λ/dτ² + Γ^λ_μν (dx^μ/dτ)(dx^ν/dτ) = 0
describes the "free fall" path of an asset price in curved financial spacetime — the trajectory that minimises proper time (the path of least market resistance given the covariance geometry).
Definition at line 553 of file tensor.hpp.
| srfm::tensor::GeodesicSolver::GeodesicSolver | ( | const MetricTensor & | metric, |
| double | step_size = constants::DEFAULT_GEODESIC_STEP, |
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| double | christoffel_h = constants::DEFAULT_FD_STEP |
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| ) |
Construct with a metric, proper-time step size, and FD step for Γ.
metric — Position-dependent metric tensorstep_size — Proper-time step dτ for RK4 integrationchristoffel_h — Finite-difference step for Christoffel symbols Definition at line 18 of file geodesic.cpp.
| std::vector< GeodesicState > srfm::tensor::GeodesicSolver::integrate | ( | const SpacetimePoint & | x0, |
| const FourVelocity & | u0, | ||
| int | steps | ||
| ) | const |
Integrate the geodesic from (x0, u0) for steps proper-time steps.
x0 — Initial spacetime positionu0 — Initial four-velocity (tangent vector)steps — Number of RK4 integration stepsVector of steps + 1 states including the initial state.
Definition at line 54 of file geodesic.cpp.
| double srfm::tensor::GeodesicSolver::norm_squared | ( | const SpacetimePoint & | x, |
| const FourVelocity & | u | ||
| ) | const |
Compute g_μν u^μ u^ν to diagnose the causal character of the geodesic.
Definition at line 75 of file geodesic.cpp.