| Package | Description |
|---|---|
| org.drip.execution.cost |
| Modifier and Type | Method and Description |
|---|---|
PriorConditionalCombiner |
LinearTemporaryImpact.combiner()
Retrieve the Prior/Conditional Distributions Combiner
|
| Modifier and Type | Method and Description |
|---|---|
static ConstrainedLinearTemporaryImpact |
ConstrainedLinearTemporaryImpact.Standard(double dblSpotTime,
double dblFinishTime,
double dblSpotHoldings,
PriorConditionalCombiner pcc,
double dblGrossPriceChange,
TransactionFunctionLinear tflTemporary)
Generate a ConstrainedLinearTemporaryImpact Instance
|
static LinearTemporaryImpact |
LinearTemporaryImpact.Unconstrained(double dblSpotTime,
double dblFinishTime,
double dblSpotHoldings,
PriorConditionalCombiner pcc,
double dblGrossPriceChange,
TransactionFunctionLinear tflTemporary)
Generate an Unconstrained LinearTemporaryImpact Instance
|