srfm::constants Namespace Reference

Variables
static constexpr double	BETA_MAX_SAFE = 0.9999
static constexpr double	BETA_NEWTONIAN_THRESHOLD = 0.1
	Below this β, relativistic corrections are negligible (γ ≈ 1 + β²/2).
static constexpr double	FLOAT_EPSILON = 1e-12
	General floating-point comparison epsilon.
static constexpr double	METRIC_SINGULARITY_EPSILON = 1e-14
	Epsilon for metric invertibility check (det(g) must exceed this).
static constexpr double	MIN_VOLATILITY = 1e-8
	Minimum volatility to prevent a singular diagonal metric entry.
static constexpr double	SPEED_OF_INFORMATION = 1.0
static constexpr double	DEFAULT_GEODESIC_STEP = 0.01
	Default proper-time step for geodesic integration.
static constexpr double	DEFAULT_FD_STEP = 1e-5
	Default finite-difference step for numerical metric derivatives.
static constexpr std::size_t	MIN_RETURN_SERIES_LENGTH = 30
static constexpr double	DEFAULT_RISK_FREE_RATE = 0.0
	Default annualised risk-free rate (zero — excess-return framing by default).
static constexpr double	ANNUALISATION_FACTOR = 252.0
	Default annualisation factor: 252 trading days per year.

Variable Documentation

ANNUALISATION_FACTOR

constexpr double srfm::constants::ANNUALISATION_FACTOR = 252.0

staticconstexpr

Default annualisation factor: 252 trading days per year.

Definition at line 55 of file constants.hpp.

BETA_MAX_SAFE

constexpr double srfm::constants::BETA_MAX_SAFE = 0.9999

staticconstexpr

Maximum safe beta value. β must stay strictly below 1.0 (speed of light). Set to 0.9999 to avoid numerical instability near the singularity.

Definition at line 17 of file constants.hpp.

BETA_NEWTONIAN_THRESHOLD

constexpr double srfm::constants::BETA_NEWTONIAN_THRESHOLD = 0.1

staticconstexpr

Below this β, relativistic corrections are negligible (γ ≈ 1 + β²/2).

Definition at line 20 of file constants.hpp.

DEFAULT_FD_STEP

constexpr double srfm::constants::DEFAULT_FD_STEP = 1e-5

staticconstexpr

Default finite-difference step for numerical metric derivatives.

Definition at line 43 of file constants.hpp.

DEFAULT_GEODESIC_STEP

constexpr double srfm::constants::DEFAULT_GEODESIC_STEP = 0.01

staticconstexpr

Default proper-time step for geodesic integration.

Definition at line 40 of file constants.hpp.

DEFAULT_RISK_FREE_RATE

constexpr double srfm::constants::DEFAULT_RISK_FREE_RATE = 0.0

staticconstexpr

Default annualised risk-free rate (zero — excess-return framing by default).

Definition at line 52 of file constants.hpp.

FLOAT_EPSILON

constexpr double srfm::constants::FLOAT_EPSILON = 1e-12

staticconstexpr

General floating-point comparison epsilon.

Definition at line 25 of file constants.hpp.

METRIC_SINGULARITY_EPSILON

constexpr double srfm::constants::METRIC_SINGULARITY_EPSILON = 1e-14

staticconstexpr

Epsilon for metric invertibility check (det(g) must exceed this).

Definition at line 28 of file constants.hpp.

MIN_RETURN_SERIES_LENGTH

constexpr std::size_t srfm::constants::MIN_RETURN_SERIES_LENGTH = 30

staticconstexpr

Minimum number of return observations required for a Backtester run. (The standalone PerformanceCalculator metrics only need two samples.)

Definition at line 49 of file constants.hpp.

MIN_VOLATILITY

constexpr double srfm::constants::MIN_VOLATILITY = 1e-8

staticconstexpr

Minimum volatility to prevent a singular diagonal metric entry.

Definition at line 31 of file constants.hpp.

SPEED_OF_INFORMATION

constexpr double srfm::constants::SPEED_OF_INFORMATION = 1.0

staticconstexpr

Normalised speed of information propagation in the market frame. Analogous to c = 1 in natural units.

Definition at line 37 of file constants.hpp.