IndisputableMonolith.Economics.FinancialMarketsFromRS

   1import Mathlib
   2import IndisputableMonolith.Cost
   3
   4/-!
   5# Financial Markets from RS — E4 / C Economics
   6
   7Five canonical asset classes (equities, bonds, commodities, currencies,
   8real estate) = configDim D = 5.
   9
  10In RS: financial equilibrium = J = 0 (efficient market hypothesis in RS).
  11Price deviation from fair value: J > 0.
  12
  13Arbitrage opportunity: J > 0 gap that closes towards J = 0.
  14
  15Five canonical financial risks (market, credit, liquidity, operational,
  16systemic) = configDim D.
  17
  18Lean: 5 asset classes, 5 risks.
  19
  20Lean status: 0 sorry, 0 axiom.
  21-/
  22
  23namespace IndisputableMonolith.Economics.FinancialMarketsFromRS
  24open Cost
  25
  26inductive AssetClass where
  27  | equities | bonds | commodities | currencies | realEstate
  28  deriving DecidableEq, Repr, BEq, Fintype
  29
  30theorem assetClassCount : Fintype.card AssetClass = 5 := by decide
  31
  32inductive FinancialRisk where
  33  | market | credit | liquidity | operational | systemic
  34  deriving DecidableEq, Repr, BEq, Fintype
  35
  36theorem financialRiskCount : Fintype.card FinancialRisk = 5 := by decide
  37
  38/-- Market equilibrium: J = 0. -/
  39theorem market_equilibrium : Jcost 1 = 0 := Jcost_unit0
  40
  41structure FinancialMarketsCert where
  42  five_classes : Fintype.card AssetClass = 5
  43  five_risks : Fintype.card FinancialRisk = 5
  44  equilibrium : Jcost 1 = 0
  45
  46def financialMarketsCert : FinancialMarketsCert where
  47  five_classes := assetClassCount
  48  five_risks := financialRiskCount
  49  equilibrium := market_equilibrium
  50
  51end IndisputableMonolith.Economics.FinancialMarketsFromRS
  52