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::Geodesic Struct Reference

#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.
 

Detailed Description

Discretised path through portfolio space, representing the geodesic between two PortfolioState endpoints.

Definition at line 70 of file geodesic_path.hpp.

Member Function Documentation

◆ end()

const PortfolioState & srfm::portfolio::Geodesic::end ( ) const
inline

Returns the end state (last waypoint).

Definition at line 83 of file geodesic_path.hpp.

◆ is_valid()

bool srfm::portfolio::Geodesic::is_valid ( ) const
inlinenoexcept

True if the path contains at least two states.

Definition at line 77 of file geodesic_path.hpp.

◆ size()

int srfm::portfolio::Geodesic::size ( ) const
inlinenoexcept

Number of waypoints (including endpoints).

Definition at line 74 of file geodesic_path.hpp.

◆ start()

const PortfolioState & srfm::portfolio::Geodesic::start ( ) const
inline

Returns the start state (first waypoint).

Definition at line 80 of file geodesic_path.hpp.

Member Data Documentation

◆ states

std::vector<PortfolioState> srfm::portfolio::Geodesic::states

Ordered from start to end.

Definition at line 71 of file geodesic_path.hpp.


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