| Class | Description |
|---|---|
| ConstrainedLinearTemporaryImpact |
ConstrainedLinearTemporaryImpact computes and holds the Optimal Trajectory under Trading Rate Sign
Constraints using Linear Temporary Impact Function for the given set of Inputs.
|
| LinearTemporaryImpact |
LinearTemporaryImpact computes and holds the Optimal Trajectory using the Linear Temporary Impact Function
for the given set of Inputs.
|