n_asset_manifold.hpp File Reference

N-Asset Lorentzian Manifold for Special Relativistic Financial Mechanics. More...

#include <optional>
#include <string>
#include <Eigen/Dense>

Go to the source code of this file.

Classes
class	srfm::tensor::NAssetManifold
	(N+1)-dimensional Lorentzian manifold for N financial assets. More...

Namespaces
namespace	srfm
namespace	srfm::tensor

Detailed Description

N-Asset Lorentzian Manifold for Special Relativistic Financial Mechanics.

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

Responsibility

Represent a (N+1)-dimensional pseudo-Riemannian manifold with Lorentzian signature (-,+,+,...,+) where the spatial block is given by an N×N asset covariance matrix and the time-time component is -c_market².

Metric Structure

The metric tensor g_μν is a constant (N+1)×(N+1) matrix:

g_00 = -c_market² g_0i = g_i0 = 0 for i ∈ {1,..,N} g_ij = Σ_ij for i,j ∈ {1,..,N}

where Σ is the covariance matrix (Σ_ij = ρ_ij σ_i σ_j).

Guarantees

• Thread-safe: all methods are const and noexcept.
• No raw pointers in the public API.
• All fallible operations return std::optional.
• Metric is constant (flat manifold); is_flat() always returns true.

NOT Responsible For

• Time-varying covariance (stochastic volatility models).
• Cross-node synchronisation.
• Persistence of manifold state.

Definition in file n_asset_manifold.hpp.