Uses of Class
org.drip.execution.discrete.OptimalSerialCorrelationAdjustment

Packages that use OptimalSerialCorrelationAdjustment

Package	Description
org.drip.execution.capture
org.drip.execution.discrete

Uses of OptimalSerialCorrelationAdjustment in org.drip.execution.capture

Methods in org.drip.execution.capture that return OptimalSerialCorrelationAdjustment

Modifier and Type	Method and Description
OptimalSerialCorrelationAdjustment[]	TrajectoryShortfallEstimator.serialCorrelationAdjustment(ArithmeticPriceEvolutionParameters apep) Estimate the Optimal Adjustment Attributable to the Serial Correlation

Uses of OptimalSerialCorrelationAdjustment in org.drip.execution.discrete

Methods in org.drip.execution.discrete that return OptimalSerialCorrelationAdjustment

Modifier and Type	Method and Description
OptimalSerialCorrelationAdjustment	Slice.serialCorrelationAdjustment(ArithmeticPriceEvolutionParameters apep) Estimate the Optimal Adjustment Attributable to the Serial Correlation