Uses of Class
org.drip.execution.parameters.ArithmeticPriceDynamicsSettings

Packages that use ArithmeticPriceDynamicsSettings

Package	Description
org.drip.execution.dynamics
org.drip.execution.parameters

Uses of ArithmeticPriceDynamicsSettings in org.drip.execution.dynamics

Methods in org.drip.execution.dynamics that return ArithmeticPriceDynamicsSettings

Modifier and Type	Method and Description
ArithmeticPriceDynamicsSettings	ArithmeticPriceEvolutionParameters.arithmeticPriceDynamicsSettings() Retrieve the Arithmetic Price Dynamics Settings Instance

Methods in org.drip.execution.dynamics with parameters of type ArithmeticPriceDynamicsSettings

Modifier and Type	Method and Description
static LinearPermanentExpectationParameters	ArithmeticPriceEvolutionParametersBuilder.Almgren2003(ArithmeticPriceDynamicsSettings apds, BackgroundParticipationRateLinear bprlPermanentExpectation, BackgroundParticipationRate bprTemporaryExpectation) Almgren 2003 Version of LinearPermanentExpectationParameters Instance
static LinearPermanentExpectationParameters	ArithmeticPriceEvolutionParametersBuilder.LinearExpectation(ArithmeticPriceDynamicsSettings apds, BackgroundParticipationRateLinear bprlPermanentExpectation, BackgroundParticipationRateLinear bprlTemporaryExpectation) Linear Expectation Version of LinearPermanentExpectationParameters Instance

Constructors in org.drip.execution.dynamics with parameters of type ArithmeticPriceDynamicsSettings

Constructor and Description
ArithmeticPriceEvolutionParameters(ArithmeticPriceDynamicsSettings apds, BackgroundParticipationRate bprPermanentExpectation, BackgroundParticipationRate bprTemporaryExpectation, BackgroundParticipationRate bprPermanentVolatility, BackgroundParticipationRate bprTemporaryVolatility) ArithmeticPriceEvolutionParameters Constructor
LinearPermanentExpectationParameters(ArithmeticPriceDynamicsSettings apds, BackgroundParticipationRateLinear bprlPermanentExpectation, BackgroundParticipationRate bprTemporaryExpectation) LinearPermanentExpectationParameters Constructor

Uses of ArithmeticPriceDynamicsSettings in org.drip.execution.parameters

Methods in org.drip.execution.parameters that return ArithmeticPriceDynamicsSettings

Modifier and Type	Method and Description
static ArithmeticPriceDynamicsSettings	ArithmeticPriceDynamicsSettings.FromAnnualReturnsSettings(double dblAnnualReturnsExpectation, double dblAnnualReturnsVolatility, double dblSerialCorrelation, double dblPrice) Construct the Asset Dynamics Settings from the Annual Returns Parameters