Uses of Class
org.drip.execution.evolution.MarketImpactComposite

Packages that use MarketImpactComposite

Package	Description
org.drip.execution.discrete
org.drip.execution.evolution

Uses of MarketImpactComposite in org.drip.execution.discrete

Subclasses of MarketImpactComposite in org.drip.execution.discrete

Modifier and Type	Class and Description
class	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.
class	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.
class	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.

Uses of MarketImpactComposite in org.drip.execution.evolution

Methods in org.drip.execution.evolution that return MarketImpactComposite

Modifier and Type	Method and Description
static MarketImpactComposite	MarketImpactComposite.Standard(MarketImpactComponent micDeterministic, MarketImpactComponent micStochastic) Construct a Standard Instance of MarketImpactComposite