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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::NAssetManifold, including all inherited members.
| c_market() const noexcept | srfm::tensor::NAssetManifold | inline |
| covariance() const noexcept | srfm::tensor::NAssetManifold | |
| dim() const noexcept | srfm::tensor::NAssetManifold | inline |
| inverse_metric() const noexcept | srfm::tensor::NAssetManifold | inline |
| inverse_metric_at(const Eigen::VectorXd &x) const noexcept | srfm::tensor::NAssetManifold | |
| is_flat() const noexcept | srfm::tensor::NAssetManifold | inline |
| line_element_sq(const Eigen::VectorXd &x, const Eigen::VectorXd &dx) const noexcept | srfm::tensor::NAssetManifold | |
| make(int n, Eigen::MatrixXd cov, double c_market=1.0) noexcept | srfm::tensor::NAssetManifold | static |
| metric() const noexcept | srfm::tensor::NAssetManifold | inline |
| metric_at(const Eigen::VectorXd &x) const noexcept | srfm::tensor::NAssetManifold | |
| n_assets() const noexcept | srfm::tensor::NAssetManifold | inline |
| NAssetManifold(int n_assets, Eigen::MatrixXd covariance, double c_market=1.0) noexcept | srfm::tensor::NAssetManifold | |
| reduces_to_4d(const NAssetManifold &other) const noexcept | srfm::tensor::NAssetManifold |