Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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tensor Directory Reference

Files

 christoffel.cpp
 Christoffel symbols of the second kind — AGT-04.
 
 christoffel_dual.cpp
 Christoffel symbols via dual-number automatic differentiation.
 
 christoffel_n.cpp
 Implementation of ChristoffelN.
 
 geodesic.cpp
 Geodesic equation integrator using 4th-order Runge-Kutta — AGT-04.
 
 geodesic_n.cpp
 Implementation of GeodesicSolverN.
 
 geodesic_signal.cpp
 Implementation of GeodesicDeviationCalculator — AGT-07.
 
 metric_tensor.cpp
 Implementation of MetricTensor — AGT-04.
 
 n_asset_manifold.cpp
 Implementation of NAssetManifold.