| Package | Description |
|---|---|
| org.drip.execution.principal |
| Modifier and Type | Method and Description |
|---|---|
OptimalMeasureDependence |
HorizonInformationRatioDependence.omdHorizon()
Retrieve the Optimal Measure Dependence for the Time Horizon
|
OptimalMeasureDependence |
HorizonInformationRatioDependence.omdInformationRatio()
Retrieve the Optimal Measure Dependence for the Time Horizon
|
| Constructor and Description |
|---|
HorizonInformationRatioDependence(OptimalMeasureDependence omdHorizon,
OptimalMeasureDependence omdInformationRatio)
HorizonInformationRatioDependence Constructor
|