Uses of Class
org.drip.execution.strategy.ContinuousTradingTrajectory

Packages that use ContinuousTradingTrajectory

Package	Description
org.drip.execution.optimum
org.drip.execution.strategy

Uses of ContinuousTradingTrajectory in org.drip.execution.optimum

Subclasses of ContinuousTradingTrajectory in org.drip.execution.optimum

Modifier and Type	Class and Description
class	EfficientTradingTrajectoryContinuous EfficientTradingTrajectoryContinuous contains the Efficient Trading Trajectory generated by one of the Methods outlined in the Almgren (2003) Scheme for Continuous Trading Approximation.
class	PowerImpactContinuous PowerImpactContinuous contains the Trading Trajectory generated by the Almgren (2003) Power Impact Scheme under the Criterion of No-Drift.

Uses of ContinuousTradingTrajectory in org.drip.execution.strategy

Methods in org.drip.execution.strategy that return ContinuousTradingTrajectory

Modifier and Type	Method and Description
static ContinuousTradingTrajectory	ContinuousTradingTrajectory.Standard(double dblExecutionTime, R1ToR1 r1ToR1Holdings, R1ToR1 r1ToR1TransactionCostExpectation, R1ToR1 r1ToR1TransactionCostVariance) Construct a Standard Instance of ContinuousTradingTrajectory