Uses of Interface
org.drip.execution.profiletime.BackgroundParticipationRate

Packages that use BackgroundParticipationRate

Package	Description
org.drip.execution.dynamics
org.drip.execution.profiletime
org.drip.execution.tradingtime

Uses of BackgroundParticipationRate in org.drip.execution.dynamics

Methods in org.drip.execution.dynamics that return BackgroundParticipationRate

Modifier and Type	Method and Description
BackgroundParticipationRate	ArithmeticPriceEvolutionParameters.permanentExpectation() Retrieve the Background Participation Permanent Market Impact Expectation Function
BackgroundParticipationRate	ArithmeticPriceEvolutionParameters.permanentVolatility() Retrieve the Background Participation Permanent Market Impact Volatility Function
BackgroundParticipationRate	ArithmeticPriceEvolutionParameters.temporaryExpectation() Retrieve the Background Participation Temporary Market Impact Expectation Function
BackgroundParticipationRate	ArithmeticPriceEvolutionParameters.temporaryVolatility() Retrieve the Background Participation Temporary Market Impact Volatility Function

Methods in org.drip.execution.dynamics with parameters of type BackgroundParticipationRate

Modifier and Type	Method and Description
static LinearPermanentExpectationParameters	ArithmeticPriceEvolutionParametersBuilder.Almgren2003(ArithmeticPriceDynamicsSettings apds, BackgroundParticipationRateLinear bprlPermanentExpectation, BackgroundParticipationRate bprTemporaryExpectation) Almgren 2003 Version of LinearPermanentExpectationParameters Instance

Constructors in org.drip.execution.dynamics with parameters of type BackgroundParticipationRate

Constructor and Description
ArithmeticPriceEvolutionParameters(ArithmeticPriceDynamicsSettings apds, BackgroundParticipationRate bprPermanentExpectation, BackgroundParticipationRate bprTemporaryExpectation, BackgroundParticipationRate bprPermanentVolatility, BackgroundParticipationRate bprTemporaryVolatility) ArithmeticPriceEvolutionParameters Constructor
LinearPermanentExpectationParameters(ArithmeticPriceDynamicsSettings apds, BackgroundParticipationRateLinear bprlPermanentExpectation, BackgroundParticipationRate bprTemporaryExpectation) LinearPermanentExpectationParameters Constructor

Uses of BackgroundParticipationRate in org.drip.execution.profiletime

Subinterfaces of BackgroundParticipationRate in org.drip.execution.profiletime

Modifier and Type	Interface and Description
interface	BackgroundParticipationRateLinear BackgroundParticipationRateLinear exposes the Background Profile Adjusted Version of the Linear Participation Rate Transaction Function as described in the "Trading Time" Model.

Classes in org.drip.execution.profiletime that implement BackgroundParticipationRate

Modifier and Type	Class and Description
class	UniformParticipationRate UniformParticipationRateLinear exposes the Uniform Background Profile Adjusted Version of the Linear Participation Rate Transaction Function as described in the "Trading Time" Model.
class	UniformParticipationRateLinear UniformParticipationRateLinear exposes the Uniform Background Profile Adjusted Version of the Linear Participation Rate Transaction Function as described in the "Trading Time" Model.

Uses of BackgroundParticipationRate in org.drip.execution.tradingtime

Classes in org.drip.execution.tradingtime that implement BackgroundParticipationRate

Modifier and Type	Class and Description
class	CoordinatedParticipationRateLinear CoordinatedParticipationRateLinear implements the Coordinated Variation Version of the Linear Participation Rate Transaction Function as described in the "Trading Time" Model.