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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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This is the complete list of members for srfm::tensor::MetricTensor, including all inherited members.
| evaluate(const SpacetimePoint &x) const | srfm::tensor::MetricTensor | |
| evaluate_into(const SpacetimePoint &x, MetricMatrix &out) const | srfm::tensor::MetricTensor | inline |
| inverse(const SpacetimePoint &x) const | srfm::tensor::MetricTensor | |
| is_lorentzian(const SpacetimePoint &x) const | srfm::tensor::MetricTensor | |
| make_diagonal(double time_scale, const std::array< double, 3 > &vol) | srfm::tensor::MetricTensor | static |
| make_from_covariance(double time_scale, const Eigen::Matrix3d &cov) | srfm::tensor::MetricTensor | static |
| make_minkowski(double time_scale=1.0, double spatial_scale=1.0) | srfm::tensor::MetricTensor | static |
| MetricTensor(MetricFunction metric_fn) | srfm::tensor::MetricTensor | explicit |
| spacetime_interval(const SpacetimePoint &x, const FourVelocity &dx) const | srfm::tensor::MetricTensor |