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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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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. | |
Engine configuration parameters.
Definition at line 90 of file n_asset_engine.hpp.
| 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.
| double srfm::engine::EngineConfig::c_market {1.0} |
Market speed of light.
Definition at line 91 of file n_asset_engine.hpp.
| double srfm::engine::EngineConfig::lightlike_threshold {1e-10} |
ds² threshold for LIGHTLIKE classification.
Definition at line 94 of file n_asset_engine.hpp.
| int srfm::engine::EngineConfig::lookback_bars {20} |
Bars required before covariance is valid.
Definition at line 93 of file n_asset_engine.hpp.