| Class | Description |
|---|---|
| EvolutionIncrement |
EvolutionIncrement contains the Realized Stochastic Evolution Increments of the Price/Short-fall exhibited
by an Asset owing to the Volatility and the Market Impact Factors over the Slice Time Interval.
|
| OptimalSerialCorrelationAdjustment |
OptimalSerialCorrelationAdjustment contains an Estimate of the Optimal Adjustments attributable to Cross
Period Serial Price Correlations over the Slice Time Interval.
|
| 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.
|
| 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.
|
| ShortfallIncrementDistribution |
ShortfallIncrementDistribution holds the Parameters of the R^1 Normal Short fall Increment Distribution.
|
| Slice |
Slice implements the Arithmetic Dynamics of the Price/Cost Movements exhibited by an Asset owing to the
Volatility and the Market Impact Factors on a Trajectory Slice.
|