Struct Event

• Defined in File event.hpp

Struct Documentation

struct Event

Represents a market event characterized by tenor, variance, and significance.

Public Functions

inline Event()

Default constructor initializing all fields to zero.

inline Event(double tenor, double variance, double significance)

Constructs an Event with specified tenor, variance, and significance.

Parameters:

• tenor – The time to maturity.

• variance – The variance of the event.

• significance – The significance of the event.

inline bool operator<(const Event &other) const

Compares two events by their significance.

Parameters:

other – The other event to compare against.

Returns:

True if this event’s significance is less than the other’s.

Public Members

double tenor

The event measured in terms of extra tenor (time to expiration), expressed in the unit of years.

double variance

The event measured in terms of variance.

double significance

A numeric measure of the event’s statistical significance, similar to number of standard deviations.

Public Static Functions

static inline std::string get_header()

Returns a CSV header string corresponding to the Event fields.

Returns:

A string “tenor,variance,significance”.