Package org.drip.execution.sensitivity

Interface Summary

Interface	Description
ControlNodesGreekGenerator	ControlNodesGreekGenerator exposes the Functionality to compute the Base Value, the Jacobian, and the Hessian Sensitivities of the Mean and the Variance Contributions to the Permanent Impact, Temporary Impact, and the Market Core Components.

Class Summary

Class	Description
ControlNodesGreek	ControlNodesGreek holds the Point Value, the Jacobian, and the Hessian for a Trajectory/Slice to the Holdings Control Nodes.
TrajectoryControlNodesGreek	TrajectoryControlNodesGreek holds the Point Value, the Jacobian, and the Hessian for a Trajectory to the Holdings Control Nodes.