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

Packages that use PowerImpactContinuous

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

Uses of PowerImpactContinuous in org.drip.execution.optimum

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

Modifier and Type

Method and Description

static PowerImpactContinuous

PowerImpactContinuous.Standard(double dblExecutionTime, double dblTransactionCostExpectation, double dblTransactionCostVariance, double dblCharacteristicTime, double dblExecutionTimeUpperBound, double dblHyperboloidBoundaryValue, double dblMarketPower, R1ToR1 r1ToR1Holdings, R1ToR1 r1ToR1TransactionCostExpectation, R1ToR1 r1ToR1TransactionCostVariance) Construct the Standard PowerImpactContinuous Instance

Uses of PowerImpactContinuous in org.drip.execution.principal

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

Constructor and Description
Almgren2003Estimator(PowerImpactContinuous pic, LinearPermanentExpectationParameters lpep) Almgren2003Estimator Constructor