Package | Description |
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org.drip.execution.parameters |
Modifier and Type | Method and Description |
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AssetTransactionSettings |
PriceMarketImpact.ats()
Retrieve the AssetTransactionSettings Instance
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Constructor and Description |
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PriceMarketImpactLinear(AssetTransactionSettings ats,
double dblPermanentImpactFactor,
double dblTemporaryImpactFactor)
PriceMarketImpactLinear Constructor
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PriceMarketImpactPower(AssetTransactionSettings ats,
double dblPermanentImpactFactor,
double dblTemporaryImpactFactor,
double dblDailyVolumeExecutionFactor,
double dblTemporaryImpactExponent)
PriceMarketImpactPower Constructor
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