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