Uses of Class
org.drip.execution.optimum.EfficientTradingTrajectoryDiscrete

Packages that use EfficientTradingTrajectoryDiscrete

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

Uses of EfficientTradingTrajectoryDiscrete in org.drip.execution.nonadaptive

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

Modifier and Type	Method and Description
EfficientTradingTrajectoryDiscrete	DiscreteAlmgrenChrissDrift.generate()
EfficientTradingTrajectoryDiscrete	DiscreteAlmgrenChriss.generate()

Uses of EfficientTradingTrajectoryDiscrete in org.drip.execution.optimum

Subclasses of EfficientTradingTrajectoryDiscrete in org.drip.execution.optimum

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	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.

Methods in org.drip.execution.optimum that return EfficientTradingTrajectoryDiscrete

Modifier and Type	Method and Description
static EfficientTradingTrajectoryDiscrete	EfficientTradingTrajectoryDiscrete.Standard(double[] adblExecutionTimeNode, double[] adblHoldings, ArithmeticPriceEvolutionParameters apep) Construct a Standard EfficientTradingTrajectoryDiscrete Instance