Uses of Package
org.drip.execution.dynamics

Packages that use org.drip.execution.dynamics

Package	Description
org.drip.execution.athl
org.drip.execution.capture
org.drip.execution.discrete
org.drip.execution.dynamics
org.drip.execution.nonadaptive
org.drip.execution.optimum
org.drip.execution.principal
org.drip.execution.sensitivity

Classes in org.drip.execution.dynamics used by org.drip.execution.athl

Class and Description
LinearPermanentExpectationParameters LinearPermanentExpectationParameters implements a Permanent Market Impact Function where the Price Change scales linearly with the Trade Rate.

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

Class and 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.
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.

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

Class and 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.
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.

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

Class and 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.
LinearPermanentExpectationParameters LinearPermanentExpectationParameters implements a Permanent Market Impact Function where the Price Change scales linearly with the Trade Rate.

Classes in org.drip.execution.dynamics used by org.drip.execution.nonadaptive

Class and 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.
LinearPermanentExpectationParameters LinearPermanentExpectationParameters implements a Permanent Market Impact Function where the Price Change scales linearly with the Trade Rate.

Classes in org.drip.execution.dynamics used by org.drip.execution.optimum

Class and 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.

Classes in org.drip.execution.dynamics used by org.drip.execution.principal

Class and Description
LinearPermanentExpectationParameters LinearPermanentExpectationParameters implements a Permanent Market Impact Function where the Price Change scales linearly with the Trade Rate.

Classes in org.drip.execution.dynamics used by org.drip.execution.sensitivity

Class and 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.