srfm::minkowski_momentum::FourMomentum Struct Reference

#include <minkowski_momentum.hpp>

Public Attributes
double	energy
	E — portfolio return (time-like component)
double	px
	p_x — equity exposure
double	py
	p_y — bond exposure
double	pz
	p_z — commodity exposure

Detailed Description

Financial four-momentum vector p^μ = (E, p_x, p_y, p_z).

Component semantics:

• energy: portfolio return (total, not annualised)
• px: equity exposure
• py: bond exposure
• pz: commodity exposure

Definition at line 61 of file minkowski_momentum.hpp.

Member Data Documentation

energy

double srfm::minkowski_momentum::FourMomentum::energy

E — portfolio return (time-like component)

Definition at line 62 of file minkowski_momentum.hpp.

px

double srfm::minkowski_momentum::FourMomentum::px

p_x — equity exposure

Definition at line 63 of file minkowski_momentum.hpp.

py

double srfm::minkowski_momentum::FourMomentum::py

p_y — bond exposure

Definition at line 64 of file minkowski_momentum.hpp.

pz

double srfm::minkowski_momentum::FourMomentum::pz

p_z — commodity exposure

Definition at line 65 of file minkowski_momentum.hpp.

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

• include/srfm/minkowski_momentum.hpp