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::EngineConfig Struct Reference

Engine configuration parameters. More...

#include <n_asset_engine.hpp>

Public Attributes

double c_market {1.0}
 Market speed of light.
 
double adv_baseline {1'000'000.0}
 ADV baseline for effective mass.
 
int lookback_bars {20}
 Bars required before covariance is valid.
 
double lightlike_threshold {1e-10}
 ds² threshold for LIGHTLIKE classification.
 

Detailed Description

Engine configuration parameters.

Definition at line 90 of file n_asset_engine.hpp.

Member Data Documentation

◆ adv_baseline

double srfm::engine::EngineConfig::adv_baseline {1'000'000.0}

ADV baseline for effective mass.

Definition at line 92 of file n_asset_engine.hpp.

◆ c_market

double srfm::engine::EngineConfig::c_market {1.0}

Market speed of light.

Definition at line 91 of file n_asset_engine.hpp.

◆ lightlike_threshold

double srfm::engine::EngineConfig::lightlike_threshold {1e-10}

ds² threshold for LIGHTLIKE classification.

Definition at line 94 of file n_asset_engine.hpp.

◆ lookback_bars

int srfm::engine::EngineConfig::lookback_bars {20}

Bars required before covariance is valid.

Definition at line 93 of file n_asset_engine.hpp.


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