Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Public Attributes | List of all members
srfm::engine::AssetMomentumResult Struct Reference

Relativistic momentum result for a single asset. More...

#include <n_asset_engine.hpp>

Public Attributes

std::string asset_name
 Name of the asset.
 
double beta
 Lorentz beta (normalised velocity).
 
double gamma
 Lorentz gamma factor.
 
double m_eff
 Effective mass (volume / ADV_baseline).
 
double relativistic_momentum
 p_rel = γ × m_eff × close.
 
IntervalType regime
 Interval type for this asset.
 

Detailed Description

Relativistic momentum result for a single asset.

Definition at line 102 of file n_asset_engine.hpp.

Member Data Documentation

◆ asset_name

std::string srfm::engine::AssetMomentumResult::asset_name

Name of the asset.

Definition at line 103 of file n_asset_engine.hpp.

◆ beta

double srfm::engine::AssetMomentumResult::beta

Lorentz beta (normalised velocity).

Definition at line 104 of file n_asset_engine.hpp.

◆ gamma

double srfm::engine::AssetMomentumResult::gamma

Lorentz gamma factor.

Definition at line 105 of file n_asset_engine.hpp.

◆ m_eff

double srfm::engine::AssetMomentumResult::m_eff

Effective mass (volume / ADV_baseline).

Definition at line 106 of file n_asset_engine.hpp.

◆ regime

IntervalType srfm::engine::AssetMomentumResult::regime

Interval type for this asset.

Definition at line 108 of file n_asset_engine.hpp.

◆ relativistic_momentum

double srfm::engine::AssetMomentumResult::relativistic_momentum

p_rel = γ × m_eff × close.

Definition at line 107 of file n_asset_engine.hpp.


The documentation for this struct was generated from the following file: