Uses of Interface
org.drip.execution.latent.MarketState

Packages that use MarketState

Package	Description
org.drip.execution.adaptive
org.drip.execution.hjb
org.drip.execution.latent

Uses of MarketState in org.drip.execution.adaptive

Methods in org.drip.execution.adaptive with parameters of type MarketState

Modifier and Type	Method and Description
CoordinatedVariationDynamic	CoordinatedVariationTrajectoryGenerator.adaptive(MarketState[] aMS) Generate the Continuous Coordinated Variation Dynamic Adaptive Trajectory
NonDimensionalCost	CoordinatedVariationTrajectoryGenerator.initializeNonDimensionalCost(MarketState ms, double dblTradeRateScale) Retrieve the Initial Non Dimensional Cost
CoordinatedVariationRollingHorizon	CoordinatedVariationTrajectoryGenerator.rollingHorizon(MarketState[] aMS) Generate the Continuous Coordinated Variation Rolling Horizon Trajectory

Uses of MarketState in org.drip.execution.hjb

Methods in org.drip.execution.hjb with parameters of type MarketState

Modifier and Type	Method and Description
NonDimensionalCost	NonDimensionalCostEvolverSystemic.evolve(NonDimensionalCost ndc, MarketState ms, double dblNonDimensionalRiskAversion, double dblNonDimensionalTime, double dblNonDimensionalTimeIncrement)
NonDimensionalCost	NonDimensionalCostEvolverCorrelated.evolve(NonDimensionalCost ndc, MarketState ms, double dblNonDimensionalRiskAversion, double dblNonDimensionalTime, double dblNonDimensionalTimeIncrement)
abstract NonDimensionalCost	NonDimensionalCostEvolver.evolve(NonDimensionalCost ndc, MarketState ms, double dblNonDimensionalRiskAversion, double dblNonDimensionalTime, double dblNonDimensionalTimeIncrement) Evolve a Single Time Step of the Optimal Trajectory

Uses of MarketState in org.drip.execution.latent

Classes in org.drip.execution.latent that implement MarketState

Modifier and Type	Class and Description
class	MarketStateCorrelated MarketStateCorrelated holds the Correlated Market State that drives the Liquidity and the Volatility Market States separately.
class	MarketStateSystemic MarketStateSystemic holds the Single Systemic Market State that drives both the Liquidity and the Volatility Market States.

Methods in org.drip.execution.latent that return MarketState

Modifier and Type	Method and Description
MarketState	OrnsteinUhlenbeckSequence.initialMarketState() Retrieve the Initial Market State
MarketState[]	OrnsteinUhlenbeckSequence.realizedMarketState() Retrieve the Sequence of Market State Realization