Package | Description |
---|---|
org.drip.execution.capture |
Class and Description |
---|
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.
|