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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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Value type returned by ProperTime::compute. More...
#include <proper_time.hpp>
Public Attributes | |
| double | tau = 0.0 |
| Elapsed proper time. | |
| double | gamma = 1.0 |
| Lorentz factor γ = 1/√(1−β²) | |
| double | velocity = 0.0 |
| Normalised velocity β = vol / max_vol. | |
Value type returned by ProperTime::compute.
Definition at line 59 of file proper_time.hpp.
| double srfm::proper_time::ProperTimeValue::gamma = 1.0 |
Lorentz factor γ = 1/√(1−β²)
Definition at line 61 of file proper_time.hpp.
| double srfm::proper_time::ProperTimeValue::tau = 0.0 |
Elapsed proper time.
Definition at line 60 of file proper_time.hpp.
| double srfm::proper_time::ProperTimeValue::velocity = 0.0 |
Normalised velocity β = vol / max_vol.
Definition at line 62 of file proper_time.hpp.