| Class | Description |
|---|---|
| ArithmeticPriceEvolutionParameters |
ArithmeticPriceEvolutionParameters contains the Exogenous Parameters that determine the Dynamics of the
Arithmetic Price Movements exhibited by an Asset owing to the Volatility and the Market Impact Factors.
|
| ArithmeticPriceEvolutionParametersBuilder |
ArithmeticPriceEvolutionParametersBuilder constructs a variety of Arithmetic Price Evolution Parameters.
|
| LinearPermanentExpectationParameters |
LinearPermanentExpectationParameters implements a Permanent Market Impact Function where the Price Change
scales linearly with the Trade Rate.
|
| WalkSuite |
WalkSuite holds the Walk Random Variables (e.g., Weiner Variates) that correspond to an Instance of Walk
attributable to different Factor Contributions inside of a Slice Increment.
|