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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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#include <tensor.hpp>
Public Member Functions | |
| constexpr DualNumber | operator+ (const DualNumber &o) const noexcept |
| constexpr DualNumber | operator- (const DualNumber &o) const noexcept |
| constexpr DualNumber | operator* (const DualNumber &o) const noexcept |
| constexpr DualNumber | operator/ (const DualNumber &o) const noexcept |
| constexpr DualNumber | operator+ (double s) const noexcept |
| constexpr DualNumber | operator- (double s) const noexcept |
| constexpr DualNumber | operator* (double s) const noexcept |
| constexpr DualNumber | operator/ (double s) const noexcept |
| constexpr DualNumber | operator- () const noexcept |
Public Attributes | |
| double | value |
| Real part. | |
| double | deriv |
| Infinitesimal (ε) part: the directional derivative. | |
Friends | |
| constexpr DualNumber | operator+ (double s, const DualNumber &d) noexcept |
| constexpr DualNumber | operator* (double s, const DualNumber &d) noexcept |
Forward-mode automatic differentiation scalar: x = value + deriv·ε, ε² = 0.
A dual number carries a real value and its directional derivative simultaneously. Arithmetic operations propagate both components according to the standard rules of dual-number algebra: (a+bε) + (c+dε) = (a+c) + (b+d)ε (a+bε) × (c+dε) = ac + (ad+bc)ε [ε² = 0] (a+bε) / (c+dε) = a/c + (bc−ad)/c²ε [c≠0]
To compute ∂g_μν/∂x^σ exactly (without finite-difference truncation error):
Definition at line 80 of file tensor.hpp.
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inlineconstexprnoexcept |
Definition at line 92 of file tensor.hpp.
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inlineconstexprnoexcept |
Definition at line 111 of file tensor.hpp.
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inlineconstexprnoexcept |
Definition at line 86 of file tensor.hpp.
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inlineconstexprnoexcept |
Definition at line 105 of file tensor.hpp.
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inlineconstexprnoexcept |
Definition at line 117 of file tensor.hpp.
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inlineconstexprnoexcept |
Definition at line 89 of file tensor.hpp.
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inlineconstexprnoexcept |
Definition at line 108 of file tensor.hpp.
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inlineconstexprnoexcept |
Definition at line 96 of file tensor.hpp.
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inlineconstexprnoexcept |
Definition at line 114 of file tensor.hpp.
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friend |
Definition at line 124 of file tensor.hpp.
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friend |
Definition at line 121 of file tensor.hpp.
| double srfm::tensor::DualNumber::deriv |
Infinitesimal (ε) part: the directional derivative.
Definition at line 82 of file tensor.hpp.
| double srfm::tensor::DualNumber::value |
Real part.
Definition at line 81 of file tensor.hpp.