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