Uses of Class
org.drip.execution.nonadaptive.StaticOptimalSchemeContinuous

Packages that use StaticOptimalSchemeContinuous

Package	Description
org.drip.execution.nonadaptive

Uses of StaticOptimalSchemeContinuous in org.drip.execution.nonadaptive

Subclasses of StaticOptimalSchemeContinuous in org.drip.execution.nonadaptive

Modifier and Type	Class and Description
class	ContinuousAlmgrenChriss ContinuousAlmgrenChriss contains the Continuous Version of the Discrete Trading Trajectory generated by the Almgren and Chriss (2000) Scheme under the Criterion of No-Drift.
class	ContinuousConstantTradingEnhanced ContinuousConstantTradingEnhanced contains the Constant Volatility Trading Trajectory generated by the Almgren and Chriss (2003) Scheme under the Criterion of No-Drift AND Constant Temporary Impact Volatility.
class	ContinuousCoordinatedVariationDeterministic ContinuousCoordinatedVariationDeterministic uses the Coordinated Variation Version of the Linear Participation Rate Transaction Function as described in the "Trading Time" Model to construct an Optimal Trading Trajectory.
class	ContinuousCoordinatedVariationStochastic ContinuousCoordinatedVariationStochastic uses the Coordinated Variation Version of the Linear Participation Rate Transaction Function as described in the "Trading Time" Model to construct an Optimal Trading Trajectory in the T To Infinite Limit.
class	ContinuousHighUrgencyAsymptote ContinuousHighUrgencyAsymptote contains the High Urgency Asymptote of the Static Continuous Trading Trajectory generated by the Almgren and Chriss (2000) Scheme under the Criterion of No-Drift.
class	ContinuousLowUrgencyAsymptote ContinuousLowUrgencyAsymptote contains the Low Urgency Asymptote of the Static Continuous Trading Trajectory generated by the Almgren and Chriss (2000) Scheme under the Criterion of No-Drift.
class	ContinuousPowerImpact ContinuousPowerImpact contains the Temporary Impact Power Law Trading Trajectory generated by the Almgren and Chriss (2003) Scheme under the Criterion of No-Drift.