Uses of Class
org.drip.execution.sensitivity.ControlNodesGreek

Packages that use ControlNodesGreek

Package	Description
org.drip.execution.capture
org.drip.execution.discrete
org.drip.execution.risk
org.drip.execution.sensitivity

Uses of ControlNodesGreek in org.drip.execution.capture

Methods in org.drip.execution.capture that return ControlNodesGreek

Modifier and Type	Method and Description
ControlNodesGreek	TrajectoryShortfallEstimator.expectationContribution(ArithmeticPriceEvolutionParameters apep)
ControlNodesGreek	TrajectoryShortfallEstimator.marketDynamicsExpectation(ArithmeticPriceEvolutionParameters apep)
ControlNodesGreek	TrajectoryShortfallEstimator.marketDynamicsVariance(ArithmeticPriceEvolutionParameters apep)
ControlNodesGreek	TrajectoryShortfallEstimator.permanentImpactExpectation(ArithmeticPriceEvolutionParameters apep)
ControlNodesGreek	TrajectoryShortfallEstimator.permanentImpactVariance(ArithmeticPriceEvolutionParameters apep)
ControlNodesGreek	TrajectoryShortfallEstimator.temporaryImpactExpectation(ArithmeticPriceEvolutionParameters apep)
ControlNodesGreek	TrajectoryShortfallEstimator.temporaryImpactVariance(ArithmeticPriceEvolutionParameters apep)
ControlNodesGreek	TrajectoryShortfallEstimator.varianceContribution(ArithmeticPriceEvolutionParameters apep)

Uses of ControlNodesGreek in org.drip.execution.discrete

Methods in org.drip.execution.discrete that return ControlNodesGreek

Modifier and Type	Method and Description
ControlNodesGreek	Slice.expectationContribution(ArithmeticPriceEvolutionParameters apep)
ControlNodesGreek	Slice.marketDynamicsExpectation(ArithmeticPriceEvolutionParameters apep)
ControlNodesGreek	Slice.marketDynamicsVariance(ArithmeticPriceEvolutionParameters apep)
ControlNodesGreek	Slice.permanentImpactExpectation(ArithmeticPriceEvolutionParameters apep)
ControlNodesGreek	Slice.permanentImpactVariance(ArithmeticPriceEvolutionParameters apep)
ControlNodesGreek	Slice.temporaryImpactExpectation(ArithmeticPriceEvolutionParameters apep)
ControlNodesGreek	Slice.temporaryImpactVariance(ArithmeticPriceEvolutionParameters apep)
ControlNodesGreek	Slice.varianceContribution(ArithmeticPriceEvolutionParameters apep)

Uses of ControlNodesGreek in org.drip.execution.risk

Methods in org.drip.execution.risk that return ControlNodesGreek

Modifier and Type	Method and Description
ControlNodesGreek	PowerVarianceObjectiveUtility.sensitivity(TrajectoryControlNodesGreek tcngExpectation, TrajectoryControlNodesGreek tcngVariance)
ControlNodesGreek	ObjectiveUtility.sensitivity(TrajectoryControlNodesGreek tcngExpectation, TrajectoryControlNodesGreek tcngVariance) Generate the Objective Function Sensitivity given the Expectation and the Variance Control Node Sensitivity
ControlNodesGreek	MeanVarianceObjectiveUtility.sensitivity(TrajectoryControlNodesGreek tcngExpectation, TrajectoryControlNodesGreek tcngVariance)

Uses of ControlNodesGreek in org.drip.execution.sensitivity

Subclasses of ControlNodesGreek in org.drip.execution.sensitivity

Modifier and Type	Class and Description
class	TrajectoryControlNodesGreek TrajectoryControlNodesGreek holds the Point Value, the Jacobian, and the Hessian for a Trajectory to the Holdings Control Nodes.

Methods in org.drip.execution.sensitivity that return ControlNodesGreek

Modifier and Type	Method and Description
ControlNodesGreek	ControlNodesGreekGenerator.expectationContribution(ArithmeticPriceEvolutionParameters apep) Generate the Total Expectation Contribution
ControlNodesGreek	ControlNodesGreekGenerator.marketDynamicsExpectation(ArithmeticPriceEvolutionParameters apep) Generate the Market Dynamics Expectation Contribution
ControlNodesGreek	ControlNodesGreekGenerator.marketDynamicsVariance(ArithmeticPriceEvolutionParameters apep) Generate the Market Dynamics Variance Contribution
ControlNodesGreek	ControlNodesGreekGenerator.permanentImpactExpectation(ArithmeticPriceEvolutionParameters apep) Generate the Permanent Impact Expectation Contribution
ControlNodesGreek	ControlNodesGreekGenerator.permanentImpactVariance(ArithmeticPriceEvolutionParameters apep) Generate the Permanent Impact Variance Contribution
ControlNodesGreek	ControlNodesGreekGenerator.temporaryImpactExpectation(ArithmeticPriceEvolutionParameters apep) Generate the Temporary Impact Expectation Contribution
ControlNodesGreek	ControlNodesGreekGenerator.temporaryImpactVariance(ArithmeticPriceEvolutionParameters apep) Generate the Temporary Impact Variance Contribution
ControlNodesGreek	ControlNodesGreekGenerator.varianceContribution(ArithmeticPriceEvolutionParameters apep) Generate the Total Variance Contribution

Methods in org.drip.execution.sensitivity that return types with arguments of type ControlNodesGreek

Modifier and Type	Method and Description
java.util.List<ControlNodesGreek>	TrajectoryControlNodesGreek.sliceGreeks() Retrieve the List of the Slice Control Nodes Greek

Constructor parameters in org.drip.execution.sensitivity with type arguments of type ControlNodesGreek

Constructor and Description
TrajectoryControlNodesGreek(double dblValue, double[] adblJacobian, double[][] aadblHessian, java.util.List<ControlNodesGreek> lsCNGSlice) TrajectoryControlNodesGreek Constructor