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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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Full output of one Engine pipeline run. More...
#include <engine.hpp>
Public Attributes | |
| double | beta {0.0} |
| Normalised market velocity β | |
| double | gamma {1.0} |
| Lorentz factor γ ≥ 1. | |
| double | rapidity {0.0} |
| Rapidity φ = atanh(β) | |
| double | doppler {1.0} |
| Doppler factor D(β) > 0. | |
| Regime | regime {Regime::Newtonian} |
| Relativistic regime classification. | |
| double | relativistic_signal {0.0} |
| γ-corrected representative signal | |
| std::size_t | price_count {0} |
| Number of price observations parsed. | |
Full output of one Engine pipeline run.
Definition at line 48 of file engine.hpp.
| double srfm::engine::PipelineResult::beta {0.0} |
Normalised market velocity β
Definition at line 49 of file engine.hpp.
| double srfm::engine::PipelineResult::doppler {1.0} |
Doppler factor D(β) > 0.
Definition at line 52 of file engine.hpp.
| double srfm::engine::PipelineResult::gamma {1.0} |
Lorentz factor γ ≥ 1.
Definition at line 50 of file engine.hpp.
| std::size_t srfm::engine::PipelineResult::price_count {0} |
Number of price observations parsed.
Definition at line 55 of file engine.hpp.
| double srfm::engine::PipelineResult::rapidity {0.0} |
Rapidity φ = atanh(β)
Definition at line 51 of file engine.hpp.
| Regime srfm::engine::PipelineResult::regime {Regime::Newtonian} |
Relativistic regime classification.
Definition at line 53 of file engine.hpp.
| double srfm::engine::PipelineResult::relativistic_signal {0.0} |
γ-corrected representative signal
Definition at line 54 of file engine.hpp.