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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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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 |
Implementation of MinkowskiCovariance and SpacetimeCausalGraph.
See include/portfolio_manifold.hpp for the public API contract.
Definition in file portfolio_manifold.cpp.