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::LorentzFactor Struct Reference

#include <lorentz_portfolio.hpp>

Public Member Functions

 LorentzFactor (double beta)
 
 LorentzFactor ()=default
 

Public Attributes

double gamma = 1.0
 γ value
 

Detailed Description

Lorentz factor γ = 1/√(1 - β²).

γ ≥ 1 always; γ → ∞ as |β| → 1.

Definition at line 72 of file lorentz_portfolio.hpp.

Constructor & Destructor Documentation

◆ LorentzFactor() [1/2]

srfm::portfolio::LorentzFactor::LorentzFactor ( double  beta)
inlineexplicit

Construct γ from β.

Parameters
betaNormalised velocity, strictly in (-1, 1).
Exceptions
std::domain_errorif |β| >= 1.

Definition at line 79 of file lorentz_portfolio.hpp.

◆ LorentzFactor() [2/2]

srfm::portfolio::LorentzFactor::LorentzFactor ( )
default

Member Data Documentation

◆ gamma

double srfm::portfolio::LorentzFactor::gamma = 1.0

γ value

Definition at line 73 of file lorentz_portfolio.hpp.


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