Uses of Package
org.drip.execution.sensitivity

Packages that use org.drip.execution.sensitivity

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

Classes in org.drip.execution.sensitivity used by org.drip.execution.capture

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

Classes in org.drip.execution.sensitivity used by org.drip.execution.discrete

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

Classes in org.drip.execution.sensitivity used by org.drip.execution.risk

Class and 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.

Classes in org.drip.execution.sensitivity used by org.drip.execution.sensitivity

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