Package | Description |
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org.drip.execution.capture | |
org.drip.execution.discrete |
Modifier and Type | Method and Description |
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TrajectoryShortfallRealization |
TrajectoryShortfallEstimator.totalCostRealizationDetail(double dblStartingEquilibriumPrice,
WalkSuite[] aWS,
ArithmeticPriceEvolutionParameters apep)
Generate the Detailed Cost Realization Sequence given the Specified Inputs
|
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
|
PriceIncrement |
Slice.priceIncrementRealization(double dblPreviousEquilibriumPrice,
WalkSuite ws,
ArithmeticPriceEvolutionParameters apep)
Generate the Price Evolution Increment Unit Realization given the Walk Realization
|