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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 <lorentz_portfolio.hpp>
Public Member Functions | |
| LorentzFactor (double beta) | |
| LorentzFactor ()=default | |
Public Attributes | |
| double | gamma = 1.0 |
| γ value | |
Lorentz factor γ = 1/√(1 - β²).
γ ≥ 1 always; γ → ∞ as |β| → 1.
Definition at line 72 of file lorentz_portfolio.hpp.
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inlineexplicit |
Construct γ from β.
| beta | Normalised velocity, strictly in (-1, 1). |
| std::domain_error | if |β| >= 1. |
Definition at line 79 of file lorentz_portfolio.hpp.
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default |
| double srfm::portfolio::LorentzFactor::gamma = 1.0 |
γ value
Definition at line 73 of file lorentz_portfolio.hpp.