| Class | Description |
|---|---|
| LinearImpactBlockTrajectoryEstimator |
LinearImpactBlockTrajectoryEstimator estimates the Price/Cost Distribution associated with the Single
Block Trading Trajectory generated using the Linear Market Impact Evolution Parameters.
|
| LinearImpactTrajectoryEstimator |
LinearImpactTrajectoryEstimator estimates the Price/Cost Distribution associated with the Trading
Trajectory generated using the Linear Market Impact Evolution Parameters.
|
| LinearImpactUniformTrajectoryEstimator |
LinearImpactUniformTrajectoryEstimator estimates the Price/Cost Distribution associated with the Uniform
Trading Trajectory generated using the Linear Market Impact Evolution Parameters.
|
| TrajectoryShortfallAggregate |
TrajectoryShortfallAggregate aggregates the Execution Short-fall Distribution across each Interval in the
Trade.
|
| TrajectoryShortfallEstimator |
TrajectoryShortfallEstimator estimates the Price/Short Fall Distribution associated with the Trading
Trajectory generated using the specified Evolution Parameters.
|
| TrajectoryShortfallRealization |
TrajectoryShortfallRealization holds Execution Cost Realization across each Interval in the Trade during a
Single Simulation Run.
|