Package | Description |
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org.drip.execution.hjb |
Modifier and Type | Method and Description |
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static NonDimensionalCostSystemic |
NonDimensionalCostSystemic.EulerEnhancedLinearThreshold(double dblMarketState,
double dblNonDimensionalCost,
double dblNonDimensionalCostCross)
Generate a Euler Enhanced Linear Trading Systemic Non Dimensional Cost Instance
|
static NonDimensionalCostSystemic |
NonDimensionalCostSystemic.LinearThreshold(double dblMarketStateExponentiation,
double dblNonDimensionalTime)
Generate a Linear Trading Systemic Non Dimensional Cost Instance
|
static NonDimensionalCostSystemic |
NonDimensionalCostSystemic.Zero()
Generate a Zero Sensitivity Systemic Non Dimensional Cost Instance
|