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