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

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.
 

Detailed Description

Value type returned by ProperTime::compute.

Definition at line 59 of file proper_time.hpp.

Member Data Documentation

◆ gamma

double srfm::proper_time::ProperTimeValue::gamma = 1.0

Lorentz factor γ = 1/√(1−β²)

Definition at line 61 of file proper_time.hpp.

◆ tau

double srfm::proper_time::ProperTimeValue::tau = 0.0

Elapsed proper time.

Definition at line 60 of file proper_time.hpp.

◆ velocity

double srfm::proper_time::ProperTimeValue::velocity = 0.0

Normalised velocity β = vol / max_vol.

Definition at line 62 of file proper_time.hpp.


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