Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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srfm::proper_time::ProperTime Member List

This is the complete list of members for srfm::proper_time::ProperTime, including all inherited members.

compute(double coordinate_time, double velocity) noexceptsrfm::proper_time::ProperTimestatic
gamma_factor(double velocity) noexceptsrfm::proper_time::ProperTimestatic
to_velocity(double portfolio_vol, double max_vol=DEFAULT_MAX_VOL) noexceptsrfm::proper_time::ProperTimestatic