Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Public Member Functions | Public Attributes | List of all members
srfm::portfolio::AssetEvent Struct Reference

#include <portfolio_manifold.hpp>

Public Member Functions

Eigen::Vector4d to_four_vector () const noexcept
 Convert to a 4-vector [t, P, V, M] compatible with the 4D manifold.
 
manifold::NAssetEvent to_nasset_event () const noexcept
 

Public Attributes

std::string asset_id
 Ticker or unique identifier for this asset.
 
double t
 Market time coordinate (bar index or epoch seconds)
 
double P
 Price coordinate (spatial axis 1)
 
double V
 Volume coordinate (spatial axis 2)
 
double M
 Market-cap coordinate (spatial axis 3)
 

Detailed Description

A single market observation for one identified asset.

Embeds the observation as a 4-vector in financial spacetime: [t, P, V, M] (time, price, volume, market_cap)

Definition at line 53 of file portfolio_manifold.hpp.

Member Function Documentation

◆ to_four_vector()

Eigen::Vector4d srfm::portfolio::AssetEvent::to_four_vector ( ) const
noexcept

Convert to a 4-vector [t, P, V, M] compatible with the 4D manifold.

Definition at line 19 of file portfolio_manifold.cpp.

◆ to_nasset_event()

manifold::NAssetEvent srfm::portfolio::AssetEvent::to_nasset_event ( ) const
noexcept

Convert to an NAssetEvent with a single price coordinate (for use with manifold::NAssetInterval when operating in 1-asset mode).

Definition at line 25 of file portfolio_manifold.cpp.

Member Data Documentation

◆ asset_id

std::string srfm::portfolio::AssetEvent::asset_id

Ticker or unique identifier for this asset.

Definition at line 54 of file portfolio_manifold.hpp.

◆ M

double srfm::portfolio::AssetEvent::M

Market-cap coordinate (spatial axis 3)

Definition at line 58 of file portfolio_manifold.hpp.

◆ P

double srfm::portfolio::AssetEvent::P

Price coordinate (spatial axis 1)

Definition at line 56 of file portfolio_manifold.hpp.

◆ t

double srfm::portfolio::AssetEvent::t

Market time coordinate (bar index or epoch seconds)

Definition at line 55 of file portfolio_manifold.hpp.

◆ V

double srfm::portfolio::AssetEvent::V

Volume coordinate (spatial axis 2)

Definition at line 57 of file portfolio_manifold.hpp.


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