| Package | Description |
|---|---|
| org.drip.execution.parameters |
| Modifier and Type | Method and Description |
|---|---|
static PriceMarketImpactLinear |
PriceMarketImpactLinear.AlmgrenChriss(double dblPrice,
double dblDailyVolume,
double dblBidAskSpread)
Construct a Standard PriceMarketImpactLinear Instance
|