Package | Description |
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org.drip.execution.capture | |
org.drip.execution.discrete |
Modifier and Type | Method and Description |
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java.util.List<ShortfallIncrement> |
TrajectoryShortfallRealization.list()
Retrieve the List of the Realized Composite Cost Increments
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Constructor and Description |
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TrajectoryShortfallRealization(java.util.List<ShortfallIncrement> lsSI)
TrajectoryShortfallRealization Constructor
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Modifier and Type | Method and Description |
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ShortfallIncrement |
Slice.costIncrementRealization(double dblPreviousEquilibriumPrice,
WalkSuite ws,
ArithmeticPriceEvolutionParameters apep)
Generate the Cost Evolution Increment Unit Realization given the Walk Realization
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static ShortfallIncrement |
ShortfallIncrement.Standard(PriceIncrement pi,
double dblPreviousHoldings,
double dblHoldingsIncrement)
Generate a Standard ShortfallIncrement Instance
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