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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 <geodesic_path.hpp>
Public Member Functions | |
| int | size () const noexcept |
| Number of waypoints (including endpoints). | |
| bool | is_valid () const noexcept |
| True if the path contains at least two states. | |
| const PortfolioState & | start () const |
| Returns the start state (first waypoint). | |
| const PortfolioState & | end () const |
| Returns the end state (last waypoint). | |
Public Attributes | |
| std::vector< PortfolioState > | states |
| Ordered from start to end. | |
Discretised path through portfolio space, representing the geodesic between two PortfolioState endpoints.
Definition at line 70 of file geodesic_path.hpp.
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inline |
Returns the end state (last waypoint).
Definition at line 83 of file geodesic_path.hpp.
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inlinenoexcept |
True if the path contains at least two states.
Definition at line 77 of file geodesic_path.hpp.
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inlinenoexcept |
Number of waypoints (including endpoints).
Definition at line 74 of file geodesic_path.hpp.
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inline |
Returns the start state (first waypoint).
Definition at line 80 of file geodesic_path.hpp.
| std::vector<PortfolioState> srfm::portfolio::Geodesic::states |
Ordered from start to end.
Definition at line 71 of file geodesic_path.hpp.