Uses of Package
org.drip.execution.parameters

Packages that use org.drip.execution.parameters

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

Classes in org.drip.execution.parameters used by org.drip.execution.athl

Class and Description
AssetFlowSettings AssetFlowSettings contains the Asset's Market Flow Parameters that are determined empirically from Almgren, Thum, Hauptmann, and Li (2005), using the Parameterization of Almgren (2003).

Classes in org.drip.execution.parameters used by org.drip.execution.dynamics

Class and Description
ArithmeticPriceDynamicsSettings ArithmeticPriceDynamicsSettings contains the Arithmetic Price Evolution Dynamics Parameters used in the Almgren and Chriss (2000) Optimal Trajectory Generation Scheme.

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

Class and Description
ArithmeticPriceDynamicsSettings ArithmeticPriceDynamicsSettings contains the Arithmetic Price Evolution Dynamics Parameters used in the Almgren and Chriss (2000) Optimal Trajectory Generation Scheme.
AssetTransactionSettings ArithmeticLinearMarketImpact contains the Arithmetic Linear Market Impact Inputs used in the Construction of the Impact Parameters for the Almgren and Chriss (2000) Optimal Trajectory Generation Scheme.
PriceMarketImpact PriceMarketImpact contains the Price Market Impact Inputs used in the Construction of the Impact Parameters for the Almgren and Chriss (2000) Optimal Trajectory Generation Scheme.
PriceMarketImpactLinear PriceMarketImpactLinear contains the Linear Price Market Impact Inputs used in the Construction of the Impact Parameters for the Almgren and Chriss (2000) Optimal Trajectory Generation Scheme.