| Package | Description |
|---|---|
| org.drip.execution.discrete |
| Modifier and Type | Class and Description |
|---|---|
class |
PriceIncrement
PriceIncrement contains the Realized Stochastic Evolution Increments of the Price Movements exhibited by
an Asset owing to the Volatility and the Market Impact Factors over the Slice Time Interval.
|
class |
ShortfallIncrement
ShortfallIncrement generates the Realized Incremental Stochastic Trading/Execution Short-fall and the
corresponding Implementation Short-fall corresponding to the Trajectory of a Holdings Block that is to be
executed over Time.
|