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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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Position and 4-velocity state on the manifold. More...
#include <tensor.hpp>
Public Member Functions | |
| GeodesicState | operator+ (const GeodesicState &o) const noexcept |
| Pointwise addition of two states (used internally by RK4). | |
Public Attributes | |
| SpacetimePoint | position |
| x^μ: position in financial spacetime | |
| FourVelocity | velocity |
| u^μ = dx^μ/dτ: four-velocity tangent vector | |
| Eigen::VectorXd | x |
| Position coordinates. | |
| Eigen::VectorXd | u |
| Tangent vector (4-velocity, dx/dτ). | |
Friends | |
| GeodesicState | operator* (double s, const GeodesicState &g) noexcept |
| Scalar multiplication (used internally by RK4). | |
Position and 4-velocity state on the manifold.
Phase-space state for the geodesic ODE: position x^μ and velocity u^μ.
The geodesic equation is a second-order ODE. We reduce it to first order by treating (x, u) as the state vector: dx^λ/dτ = u^λ du^λ/dτ = −Γ^λ_μν u^μ u^ν
Both vectors must have length equal to the manifold dimension (N+1).
Definition at line 521 of file tensor.hpp.
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inlinenoexcept |
Pointwise addition of two states (used internally by RK4).
Definition at line 526 of file tensor.hpp.
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friend |
Scalar multiplication (used internally by RK4).
Definition at line 531 of file tensor.hpp.
| SpacetimePoint srfm::tensor::GeodesicState::position |
x^μ: position in financial spacetime
Definition at line 522 of file tensor.hpp.
| Eigen::VectorXd srfm::tensor::GeodesicState::u |
Tangent vector (4-velocity, dx/dτ).
Definition at line 49 of file geodesic_n.hpp.
| FourVelocity srfm::tensor::GeodesicState::velocity |
u^μ = dx^μ/dτ: four-velocity tangent vector
Definition at line 523 of file tensor.hpp.
| Eigen::VectorXd srfm::tensor::GeodesicState::x |
Position coordinates.
Definition at line 48 of file geodesic_n.hpp.