Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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portfolio_manifold.cpp File Reference

Implementation of MinkowskiCovariance and SpacetimeCausalGraph. More...

#include "portfolio_manifold.hpp"
#include "srfm/constants.hpp"
#include <Eigen/Dense>
#include <algorithm>
#include <cmath>
#include <stdexcept>

Go to the source code of this file.

Namespaces

namespace  srfm
 
namespace  srfm::portfolio
 

Detailed Description

Implementation of MinkowskiCovariance and SpacetimeCausalGraph.

See include/portfolio_manifold.hpp for the public API contract.

Definition in file portfolio_manifold.cpp.