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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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Stateless computation of proper-time quantities. More...
#include <proper_time.hpp>
Static Public Member Functions | |
| static ProperTimeValue | compute (double coordinate_time, double velocity) noexcept |
| static double | gamma_factor (double velocity) noexcept |
| static double | to_velocity (double portfolio_vol, double max_vol=DEFAULT_MAX_VOL) noexcept |
Stateless computation of proper-time quantities.
Definition at line 66 of file proper_time.hpp.
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staticnoexcept |
Compute ProperTimeValue for a portfolio with given coordinate time and velocity.
| coordinate_time | Elapsed coordinate time (years or any unit). |
| velocity | Normalised velocity β = portfolio_vol / max_vol, clamped to [0, BETA_MAX_SAFE]. |
Definition at line 37 of file proper_time.cpp.
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staticnoexcept |
Compute Lorentz factor γ = 1 / √(1 − β²) for a given velocity.
| velocity | Normalised velocity β ∈ [0, 1). |
Definition at line 19 of file proper_time.cpp.
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staticnoexcept |
Convert a raw portfolio volatility to normalised velocity β.
| portfolio_vol | Annualised volatility (e.g. 0.20 = 20 %). |
| max_vol | Speed-of-light analogue (default 0.50). |
Definition at line 26 of file proper_time.cpp.