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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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Lorentz Portfolio Transformation — implementation. More...
#include "srfm/lorentz_portfolio.hpp"Go to the source code of this file.
Namespaces | |
| namespace | srfm |
| namespace | srfm::portfolio |
Lorentz Portfolio Transformation — implementation.
All non-trivial logic lives in the header (template-free inline functions). This translation unit exists to satisfy the CMake static library target and provides the out-of-line definitions that are not inlineable or that need a single compilation unit for ODR purposes.
Definition in file lorentz_portfolio.cpp.