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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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Result of applying relativistic momentum correction to a single signal. More...
#include <momentum.hpp>
Public Attributes | |
| double | raw_value |
| Original signal before correction. | |
| double | adjusted_value |
| γ · m_eff · raw_value | |
| LorentzFactor | gamma |
| Lorentz factor used (≥ 1) | |
| BetaVelocity | beta |
| Market velocity at the time of the signal. | |
Result of applying relativistic momentum correction to a single signal.
Definition at line 49 of file momentum.hpp.
| double srfm::momentum::RelativisticMomentum::adjusted_value |
γ · m_eff · raw_value
Definition at line 51 of file momentum.hpp.
| BetaVelocity srfm::momentum::RelativisticMomentum::beta |
Market velocity at the time of the signal.
Definition at line 53 of file momentum.hpp.
| LorentzFactor srfm::momentum::RelativisticMomentum::gamma |
Lorentz factor used (≥ 1)
Definition at line 52 of file momentum.hpp.
| double srfm::momentum::RelativisticMomentum::raw_value |
Original signal before correction.
Definition at line 50 of file momentum.hpp.