Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Namespaces | Classes | Typedefs | Variables
srfm Namespace Reference

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).
 

Typedef Documentation

◆ FourVelocity

using srfm::FourVelocity = typedef Eigen::Vector<double, SPACETIME_DIM>

A tangent vector at a spacetime point (four-velocity: dx^μ/dτ).

Definition at line 44 of file types.hpp.

◆ MetricMatrix

using srfm::MetricMatrix = typedef Eigen::Matrix<double, SPACETIME_DIM, SPACETIME_DIM>

The covariant metric tensor g_μν: a 4×4 symmetric matrix.

Definition at line 47 of file types.hpp.

◆ SpacetimePoint

using srfm::SpacetimePoint = typedef Eigen::Vector<double, SPACETIME_DIM>

A point in the 4-dimensional financial spacetime manifold. Component layout: [t, x¹, x², x³] = [time, asset₁, asset₂, asset₃].

Definition at line 41 of file types.hpp.

Variable Documentation

◆ SPACETIME_DIM

constexpr int srfm::SPACETIME_DIM = 4
staticconstexpr

Dimensionality of the financial spacetime manifold (1 time + 3 assets).

Definition at line 21 of file types.hpp.