| Package | Description |
|---|---|
| org.drip.execution.adaptive | |
| org.drip.execution.cost | |
| org.drip.execution.optimum |
| Modifier and Type | Method and Description |
|---|---|
EfficientTradingTrajectoryContinuous |
CoordinatedVariationStatic.trajectory()
Retrieve the Static Continuous Trading Trajectory Instance
|
| Constructor and Description |
|---|
CoordinatedVariationStatic(CoordinatedVariationTrajectoryDeterminant cvtd,
EfficientTradingTrajectoryContinuous ettc)
CoordinatedVariationStatic Constructor
|
| Modifier and Type | Method and Description |
|---|---|
EfficientTradingTrajectoryContinuous |
LinearTemporaryImpact.trajectory()
Retrieve the Holdings Trajectory
|
| Modifier and Type | Class and Description |
|---|---|
class |
PowerImpactContinuous
PowerImpactContinuous contains the Trading Trajectory generated by the Almgren (2003) Power Impact Scheme
under the Criterion of No-Drift.
|