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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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Namespaces | |
| namespace | backtest |
| namespace | beta_calculator |
| namespace | causal |
| namespace | constants |
| namespace | core |
| namespace | engine |
| namespace | event_bt |
| namespace | geodesic |
| namespace | hawking |
| namespace | lorentz |
| namespace | manifold |
| namespace | minkowski_momentum |
| namespace | momentum |
| namespace | multi_asset |
| namespace | portfolio |
| namespace | proper_time |
| namespace | simd |
| namespace | stream |
| namespace | tensor |
Classes | |
| struct | BetaVelocity |
| class | CoordinateNormalizer |
| struct | LorentzFactor |
| Lorentz factor γ = 1/√(1−β²). Always ≥ 1.0 for valid beta. More... | |
| struct | RelativisticSignal |
| A financial signal with relativistic corrections applied. More... | |
Typedefs | |
| using | SpacetimePoint = Eigen::Vector< double, SPACETIME_DIM > |
| using | FourVelocity = Eigen::Vector< double, SPACETIME_DIM > |
| A tangent vector at a spacetime point (four-velocity: dx^μ/dτ). | |
| using | MetricMatrix = Eigen::Matrix< double, SPACETIME_DIM, SPACETIME_DIM > |
| The covariant metric tensor g_μν: a 4×4 symmetric matrix. | |
Variables | |
| static constexpr int | SPACETIME_DIM = 4 |
| Dimensionality of the financial spacetime manifold (1 time + 3 assets). | |
| using srfm::FourVelocity = typedef Eigen::Vector<double, SPACETIME_DIM> |
| using srfm::MetricMatrix = typedef Eigen::Matrix<double, SPACETIME_DIM, SPACETIME_DIM> |
| using srfm::SpacetimePoint = typedef Eigen::Vector<double, SPACETIME_DIM> |