Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Classes | Namespaces | Functions
beta_calculator.hpp File Reference

Online BetaVelocity calculator from streaming price data (AGT-13 / SRFM) More...

#include <cmath>
#include <optional>
#include <vector>
#include "../momentum/momentum.hpp"

Go to the source code of this file.

Classes

struct  srfm::beta_calculator::BetaVelocityResult
 Computed relativistic quantities for a given β. More...
 
class  srfm::beta_calculator::BetaCalculator
 

Namespaces

namespace  srfm
 
namespace  srfm::beta_calculator
 

Functions

std::optional< double > srfm::beta_calculator::rapidity (BetaVelocity beta) noexcept
 Compute rapidity φ = atanh(β).
 
std::optional< double > srfm::beta_calculator::doppler_factor (BetaVelocity beta) noexcept
 Compute relativistic Doppler factor D(β) = √((1+β)/(1−β)).
 
std::optional< BetaVelocityResult > srfm::beta_calculator::full_beta_result (double beta_value) noexcept
 Compute full BetaVelocityResult for a given β value.
 

Detailed Description

Online BetaVelocity calculator from streaming price data (AGT-13 / SRFM)

Module: src/beta_calculator/ Owner: AGT-13 (Adversarial hardening) — 2026-03-01

Responsibility

Compute the relativistic β (normalised market velocity) from a stream of price observations:

v_market = Δprice / Δtime (raw price velocity) β = v_market / c_market (normalised, |β| < BETA_MAX_SAFE) φ = atanh(β) (rapidity — additive under Lorentz boosts) D(β) = √((1+β)/(1−β)) (relativistic Doppler factor)

Design Constraints

• All fallible operations return std::optional (no exceptions). • All public methods are noexcept. • No raw pointers in the public API. • Thread-safe: stateless free functions; BetaCalculator is const-callable.

NOT Responsible For

• Sourcing price data (caller provides std::vector<double>) • Persistence or cross-session state • Non-normalised velocity units (caller provides c_market)

Definition in file beta_calculator.hpp.