Package org.drip.execution.optimum

Interface Summary

Interface	Description
EfficientTradingTrajectory	EfficientTradingTrajectory contains the Efficient Trading Trajectory generated by one of the Methods outlined in the Almgren and Chriss (2000) and Almgren (2003) Scheme for Discrete and Continuous Trading Approximation respectively.

Class Summary

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