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