Uses of Interface
org.drip.execution.optimum.EfficientTradingTrajectory

Packages that use EfficientTradingTrajectory

Package	Description
org.drip.execution.nonadaptive
org.drip.execution.optimum
org.drip.execution.principal

Uses of EfficientTradingTrajectory in org.drip.execution.nonadaptive

Methods in org.drip.execution.nonadaptive that return EfficientTradingTrajectory

Modifier and Type	Method and Description
EfficientTradingTrajectory	StaticOptimalSchemeDiscrete.generate()
abstract EfficientTradingTrajectory	StaticOptimalScheme.generate() Invoke the Optimizer, and generate/return the Optimal Trading Trajectory Instance
EfficientTradingTrajectory	DiscreteLinearTradingEnhanced.generate()
EfficientTradingTrajectory	ContinuousPowerImpact.generate()
EfficientTradingTrajectory	ContinuousLowUrgencyAsymptote.generate()
EfficientTradingTrajectory	ContinuousHighUrgencyAsymptote.generate()
EfficientTradingTrajectory	ContinuousCoordinatedVariationStochastic.generate()
EfficientTradingTrajectory	ContinuousCoordinatedVariationDeterministic.generate()
EfficientTradingTrajectory	ContinuousConstantTradingEnhanced.generate()
EfficientTradingTrajectory	ContinuousAlmgrenChriss.generate()

Uses of EfficientTradingTrajectory in org.drip.execution.optimum

Classes in org.drip.execution.optimum that implement EfficientTradingTrajectory

Modifier and Type	Class and Description
class	AlmgrenChrissDiscrete AlmgrenChrissDiscrete contains the Trading Trajectory generated by the Almgren and Chriss (2000) Scheme under the Criterion of No-Drift.
class	AlmgrenChrissDriftDiscrete AlmgrenChrissDriftDiscrete contains the Trading Trajectory generated by the Almgren and Chrissb(2000) Scheme under the Criterion of Non-zero Drift.
class	EfficientTradingTrajectoryContinuous EfficientTradingTrajectoryContinuous contains the Efficient Trading Trajectory generated by one of the Methods outlined in the Almgren (2003) Scheme for Continuous Trading Approximation.
class	EfficientTradingTrajectoryDiscrete EfficientTradingTrajectoryDiscrete contains the Discrete Trading Trajectory generated by a given Optimal Trajectory Generation Scheme.
class	PowerImpactContinuous PowerImpactContinuous contains the Trading Trajectory generated by the Almgren (2003) Power Impact Scheme under the Criterion of No-Drift.
class	TradingEnhancedDiscrete TradingEnhancedDiscrete contains the Trading Trajectory generated by one of the Methods outlined in the Almgren (2003) Scheme for Continuous Trading Approximation for Linear Trading Enhanced Temporary Impact Volatility.

Uses of EfficientTradingTrajectory in org.drip.execution.principal

Methods in org.drip.execution.principal that return EfficientTradingTrajectory

Modifier and Type	Method and Description
EfficientTradingTrajectory	GrossProfitEstimator.efficientTrajectory() Retrieve the Optimal Efficient Trajectory

Constructors in org.drip.execution.principal with parameters of type EfficientTradingTrajectory

Constructor and Description
GrossProfitEstimator(EfficientTradingTrajectory ett) GrossProfitEstimator Constructor