| Package | Description |
|---|---|
| org.drip.execution.bayesian | |
| org.drip.execution.cost |
| Class and Description |
|---|
| ConditionalPriceDistribution
ConditionalPriceDistribution holds the Price Distribution Conditional on a given Drift.
|
| PriorDriftDistribution
PriorDriftDistribution holds the Prior Belief Distribution associated with the Directional Drift.
|
| Class and Description |
|---|
| PriorConditionalCombiner
PriorConditionalCombiner holds the Distributions associated with the Prior Drift and the Conditional Price
Distributions.
|