Package | Description |
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org.drip.execution.adaptive |
Modifier and Type | Method and Description |
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CoordinatedVariationTrajectoryDeterminant |
CoordinatedVariationTrajectoryGenerator.trajectoryDeterminant()
Compute The Coordinated Variation Trajectory Determinant Instance
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CoordinatedVariationTrajectoryDeterminant |
CoordinatedVariationTrajectory.trajectoryDeterminant()
Retrieve The Coordinated Variation Trajectory Determinant Instance
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Constructor and Description |
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CoordinatedVariationDynamic(CoordinatedVariationTrajectoryDeterminant cvtd,
double[] adblNonDimensionalHoldings,
double[] adblScaledNonDimensionalTradeRate,
NonDimensionalCost[] aNDC)
CoordinatedVariationDynamic Constructor
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CoordinatedVariationRollingHorizon(CoordinatedVariationTrajectoryDeterminant cvtd,
double[] adblNonDimensionalHoldings,
double[] adblNonDimensionalTradeRate,
double[] adblNonDimensionalCost)
CoordinatedVariationRollingHorizon Constructor
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CoordinatedVariationStatic(CoordinatedVariationTrajectoryDeterminant cvtd,
EfficientTradingTrajectoryContinuous ettc)
CoordinatedVariationStatic Constructor
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CoordinatedVariationTrajectory(CoordinatedVariationTrajectoryDeterminant cvtd)
CoordinatedVariationTrajectory Constructor
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