Package | Description |
---|---|
org.drip.execution.capture | |
org.drip.execution.discrete |
Modifier and Type | Class and Description |
---|---|
class |
LinearImpactBlockTrajectoryEstimator
LinearImpactBlockTrajectoryEstimator estimates the Price/Cost Distribution associated with the Single
Block Trading Trajectory generated using the Linear Market Impact Evolution Parameters.
|
class |
LinearImpactTrajectoryEstimator
LinearImpactTrajectoryEstimator estimates the Price/Cost Distribution associated with the Trading
Trajectory generated using the Linear Market Impact Evolution Parameters.
|
class |
LinearImpactUniformTrajectoryEstimator
LinearImpactUniformTrajectoryEstimator estimates the Price/Cost Distribution associated with the Uniform
Trading Trajectory generated using the Linear Market Impact Evolution Parameters.
|
class |
TrajectoryShortfallEstimator
TrajectoryShortfallEstimator estimates the Price/Short Fall Distribution associated with the Trading
Trajectory generated using the specified Evolution Parameters.
|
Modifier and Type | Class and Description |
---|---|
class |
Slice
Slice implements the Arithmetic Dynamics of the Price/Cost Movements exhibited by an Asset owing to the
Volatility and the Market Impact Factors on a Trajectory Slice.
|