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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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State of a particle on a geodesic: position x^μ and 4-velocity u^μ. More...
#include <geodesic_solver.hpp>
Public Member Functions | |
| bool | is_finite () const noexcept |
| True iff all position and velocity components are finite. | |
Public Attributes | |
| std::array< double, DIM > | x {} |
| Position x^μ (μ = 0…3) | |
| std::array< double, DIM > | u {} |
| 4-velocity u^μ = dx^μ/dτ | |
State of a particle on a geodesic: position x^μ and 4-velocity u^μ.
The 8-dimensional phase space (x, u) is what RK4 advances each step.
Definition at line 54 of file geodesic_solver.hpp.
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noexcept |
True iff all position and velocity components are finite.
Definition at line 28 of file geodesic_solver.cpp.
| std::array<double, DIM> srfm::geodesic::GeodesicState::u {} |
4-velocity u^μ = dx^μ/dτ
Definition at line 56 of file geodesic_solver.hpp.
| std::array<double, DIM> srfm::geodesic::GeodesicState::x {} |
Position x^μ (μ = 0…3)
Definition at line 55 of file geodesic_solver.hpp.