Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Static Public Member Functions | List of all members
srfm::proper_time::ProperTime Struct Reference

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
 

Detailed Description

Stateless computation of proper-time quantities.

Definition at line 66 of file proper_time.hpp.

Member Function Documentation

◆ compute()

ProperTimeValue srfm::proper_time::ProperTime::compute ( double  coordinate_time,
double  velocity 
)
staticnoexcept

Compute ProperTimeValue for a portfolio with given coordinate time and velocity.

Parameters
coordinate_timeElapsed coordinate time (years or any unit).
velocityNormalised velocity β = portfolio_vol / max_vol, clamped to [0, BETA_MAX_SAFE].
Returns
ProperTimeValue with tau = t / γ.

Definition at line 37 of file proper_time.cpp.

◆ gamma_factor()

double srfm::proper_time::ProperTime::gamma_factor ( double  velocity)
staticnoexcept

Compute Lorentz factor γ = 1 / √(1 − β²) for a given velocity.

Parameters
velocityNormalised velocity β ∈ [0, 1).

Definition at line 19 of file proper_time.cpp.

◆ to_velocity()

double srfm::proper_time::ProperTime::to_velocity ( double  portfolio_vol,
double  max_vol = DEFAULT_MAX_VOL 
)
staticnoexcept

Convert a raw portfolio volatility to normalised velocity β.

Parameters
portfolio_volAnnualised volatility (e.g. 0.20 = 20 %).
max_volSpeed-of-light analogue (default 0.50).

Definition at line 26 of file proper_time.cpp.


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