Package | Description |
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org.drip.execution.discrete |
Modifier and Type | Method and Description |
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PriceIncrement |
ShortfallIncrement.compositePriceIncrement()
Retrieve the Composite Price Increment Instance
|
PriceIncrement |
Slice.priceIncrementRealization(double dblPreviousEquilibriumPrice,
WalkSuite ws,
ArithmeticPriceEvolutionParameters apep)
Generate the Price Evolution Increment Unit Realization given the Walk Realization
|
Modifier and Type | Method and Description |
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static ShortfallIncrement |
ShortfallIncrement.Standard(PriceIncrement pi,
double dblPreviousHoldings,
double dblHoldingsIncrement)
Generate a Standard ShortfallIncrement Instance
|