srfm::manifold::NAssetEvent Struct Reference

A spacetime event: a moment in time with N asset prices. More...

#include <n_asset_interval.hpp>

Public Member Functions
Eigen::VectorXd	to_coords () const noexcept
	Concatenate (t, prices) into a single (N+1)-vector.

Static Public Member Functions
static std::optional< NAssetEvent >	make (double t, Eigen::VectorXd prices) noexcept
	Factory: validate and construct an NAssetEvent.

Public Attributes
double	t
	Time coordinate.
Eigen::VectorXd	prices
	N asset price coordinates.

Detailed Description

A spacetime event: a moment in time with N asset prices.

Definition at line 54 of file n_asset_interval.hpp.

Member Function Documentation

make()

std::optional< NAssetEvent > srfm::manifold::NAssetEvent::make ( double  t, Eigen::VectorXd  prices  )

staticnoexcept

Factory: validate and construct an NAssetEvent.

Validates that prices is non-empty.

Parameters

t	Time coordinate.
prices	Asset price vector (must be non-empty).

Returns

Constructed event, or std::nullopt if prices is empty.

Definition at line 27 of file n_asset_interval.cpp.

to_coords()

Eigen::VectorXd srfm::manifold::NAssetEvent::to_coords ( ) const

noexcept

Concatenate (t, prices) into a single (N+1)-vector.

Returns

Vector [t, prices[0], prices[1], ..., prices[N-1]].

Definition at line 16 of file n_asset_interval.cpp.

Member Data Documentation

prices

Eigen::VectorXd srfm::manifold::NAssetEvent::prices

N asset price coordinates.

Definition at line 56 of file n_asset_interval.hpp.

t

double srfm::manifold::NAssetEvent::t

Time coordinate.

Definition at line 55 of file n_asset_interval.hpp.

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

• include/srfm/manifold/n_asset_interval.hpp
• src/manifold/n_asset_interval.cpp