Package | Description |
---|---|
org.drip.execution.dynamics | |
org.drip.execution.profiletime | |
org.drip.execution.tradingtime |
Class and Description |
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BackgroundParticipationRate
BackgroundParticipationRate exposes the Background Profile Adjusted Version of the Participation Rate
Transaction Function as described in the "Trading Time" Model.
|
BackgroundParticipationRateLinear
BackgroundParticipationRateLinear exposes the Background Profile Adjusted Version of the Linear
Participation Rate Transaction Function as described in the "Trading Time" Model.
|
Class and Description |
---|
BackgroundParticipationRate
BackgroundParticipationRate exposes the Background Profile Adjusted Version of the Participation Rate
Transaction Function as described in the "Trading Time" Model.
|
BackgroundParticipationRateLinear
BackgroundParticipationRateLinear exposes the Background Profile Adjusted Version of the Linear
Participation Rate Transaction Function as described in the "Trading Time" Model.
|
Class and Description |
---|
BackgroundParticipationRate
BackgroundParticipationRate exposes the Background Profile Adjusted Version of the Participation Rate
Transaction Function as described in the "Trading Time" Model.
|
BackgroundParticipationRateLinear
BackgroundParticipationRateLinear exposes the Background Profile Adjusted Version of the Linear
Participation Rate Transaction Function as described in the "Trading Time" Model.
|