Uses of Package
org.drip.execution.optimum

Packages that use org.drip.execution.optimum

Package	Description
org.drip.execution.adaptive
org.drip.execution.cost
org.drip.execution.nonadaptive
org.drip.execution.optimum
org.drip.execution.principal

Classes in org.drip.execution.optimum used by org.drip.execution.adaptive

Class and Description
EfficientTradingTrajectoryContinuous EfficientTradingTrajectoryContinuous contains the Efficient Trading Trajectory generated by one of the Methods outlined in the Almgren (2003) Scheme for Continuous Trading Approximation.

Classes in org.drip.execution.optimum used by org.drip.execution.cost

Class and Description
EfficientTradingTrajectoryContinuous EfficientTradingTrajectoryContinuous contains the Efficient Trading Trajectory generated by one of the Methods outlined in the Almgren (2003) Scheme for Continuous Trading Approximation.

Classes in org.drip.execution.optimum used by org.drip.execution.nonadaptive

Class and 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.
EfficientTradingTrajectoryDiscrete EfficientTradingTrajectoryDiscrete contains the Discrete Trading Trajectory generated by a given Optimal Trajectory Generation Scheme.

Classes in org.drip.execution.optimum used by org.drip.execution.optimum

Class and Description
AlmgrenChrissDiscrete AlmgrenChrissDiscrete contains the Trading Trajectory generated by the Almgren and Chriss (2000) Scheme under the Criterion of No-Drift.
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.
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.

Classes in org.drip.execution.optimum used by org.drip.execution.principal

Class and 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.
PowerImpactContinuous PowerImpactContinuous contains the Trading Trajectory generated by the Almgren (2003) Power Impact Scheme under the Criterion of No-Drift.