Uses of Package
org.drip.execution.discrete

Packages that use org.drip.execution.discrete

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

Classes in org.drip.execution.discrete used by org.drip.execution.capture

Class and Description
OptimalSerialCorrelationAdjustment OptimalSerialCorrelationAdjustment contains an Estimate of the Optimal Adjustments attributable to Cross Period Serial Price Correlations 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.

Classes in org.drip.execution.discrete used by org.drip.execution.discrete

Class and 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.