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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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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. | |
Spacetime interval computations for N-asset events.
Module: include/srfm/manifold/ Stage: 4 — N-Asset Manifold
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.
Definition in file n_asset_interval.hpp.