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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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Implementation of the event-driven BacktestEngine and RelativisticStrategy. More...
#include "srfm/event_backtester.hpp"#include "srfm/manifold.hpp"#include "srfm/constants.hpp"#include <algorithm>#include <cmath>#include <numeric>Go to the source code of this file.
Namespaces | |
| namespace | srfm |
| namespace | srfm::event_bt |
Implementation of the event-driven BacktestEngine and RelativisticStrategy.
Definition in file event_backtester.cpp.