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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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#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) | |
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.
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noexcept |
Convert to a 4-vector [t, P, V, M] compatible with the 4D manifold.
Definition at line 19 of file portfolio_manifold.cpp.
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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.
| std::string srfm::portfolio::AssetEvent::asset_id |
Ticker or unique identifier for this asset.
Definition at line 54 of file portfolio_manifold.hpp.
| double srfm::portfolio::AssetEvent::M |
Market-cap coordinate (spatial axis 3)
Definition at line 58 of file portfolio_manifold.hpp.
| double srfm::portfolio::AssetEvent::P |
Price coordinate (spatial axis 1)
Definition at line 56 of file portfolio_manifold.hpp.
| double srfm::portfolio::AssetEvent::t |
Market time coordinate (bar index or epoch seconds)
Definition at line 55 of file portfolio_manifold.hpp.
| double srfm::portfolio::AssetEvent::V |
Volume coordinate (spatial axis 2)
Definition at line 57 of file portfolio_manifold.hpp.