| Interface | Description |
|---|---|
| MarketState |
MarketState holds the Random Market State(s) that control(s) the Cost Evolution and the Eventual Optimal
Trajectory Generation.
|
| Class | Description |
|---|---|
| MarketStateCorrelated |
MarketStateCorrelated holds the Correlated Market State that drives the Liquidity and the Volatility
Market States separately.
|
| MarketStateSystemic |
MarketStateSystemic holds the Single Systemic Market State that drives both the Liquidity and the
Volatility Market States.
|
| OrnsteinUhlenbeckSequence |
OrnsteinUhlenbeckSequence holds the Sequence of the Market State that drives the Liquidity and the
Volatility Market States driven using an Ornstein-Uhlenbeck Process.
|