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