Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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geodesic.cpp File Reference

Geodesic equation integrator using 4th-order Runge-Kutta — AGT-04. More...

#include "srfm/tensor.hpp"
#include "srfm/constants.hpp"

Go to the source code of this file.

Namespaces

namespace  srfm
 
namespace  srfm::tensor
 

Detailed Description

Geodesic equation integrator using 4th-order Runge-Kutta — AGT-04.

Integrates the geodesic ODE: dx^λ/dτ = u^λ du^λ/dτ = −Γ^λ_{μν} u^μ u^ν

Natural price paths in curved financial spacetime are geodesics — the trajectories that extremise proper time given the covariance geometry.

Definition in file geodesic.cpp.