Package | Description |
---|---|
org.drip.execution.capture |
Modifier and Type | Class and Description |
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class |
LinearImpactBlockTrajectoryEstimator
LinearImpactBlockTrajectoryEstimator estimates the Price/Cost Distribution associated with the Single
Block Trading Trajectory generated using the Linear Market Impact Evolution Parameters.
|
class |
LinearImpactTrajectoryEstimator
LinearImpactTrajectoryEstimator estimates the Price/Cost Distribution associated with the Trading
Trajectory generated using the Linear Market Impact Evolution Parameters.
|
class |
LinearImpactUniformTrajectoryEstimator
LinearImpactUniformTrajectoryEstimator estimates the Price/Cost Distribution associated with the Uniform
Trading Trajectory generated using the Linear Market Impact Evolution Parameters.
|