Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Classes | Namespaces | Enumerations | Variables
n_asset_interval.hpp File Reference

Spacetime interval computations for N-asset events. More...

#include "../tensor/n_asset_manifold.hpp"
#include <optional>
#include <span>
#include <vector>
#include <cmath>
#include <Eigen/Dense>

Go to the source code of this file.

Classes

struct  srfm::manifold::NAssetEvent
 A spacetime event: a moment in time with N asset prices. More...
 
struct  srfm::manifold::IntervalResult
 Result of a single interval computation. More...
 
class  srfm::manifold::NAssetInterval
 Computes spacetime intervals between N-asset events. More...
 

Namespaces

namespace  srfm
 
namespace  srfm::manifold
 

Enumerations

enum class  srfm::manifold::IntervalType {
  srfm::manifold::Timelike , srfm::manifold::Lightlike , srfm::manifold::Spacelike , srfm::manifold::TIMELIKE ,
  srfm::manifold::SPACELIKE , srfm::manifold::LIGHTLIKE
}
 Classification of a Lorentzian spacetime interval. More...
 

Variables

constexpr double srfm::manifold::LIGHTLIKE_THRESHOLD = 1e-10
 |ds²| below this value is classified as LIGHTLIKE.
 

Detailed Description

Spacetime interval computations for N-asset events.

Module: include/srfm/manifold/ Stage: 4 — N-Asset Manifold

Responsibility

Provide spacetime event types and compute the Lorentzian interval

ds² = g_μν Δx^μ Δx^ν

between pairs of N-asset events, classifying them as TIMELIKE, SPACELIKE, or LIGHTLIKE based on the sign and magnitude of ds².

Classification Thresholds

Guarantees

NOT Responsible For

Definition in file n_asset_interval.hpp.