Package | Description |
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org.drip.execution.nonadaptive | |
org.drip.execution.strategy |
Modifier and Type | Method and Description |
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DiscreteTradingTrajectoryControl |
StaticOptimalSchemeDiscrete.control()
Retrieve the Discrete Trajectory Control Settings
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Constructor and Description |
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StaticOptimalSchemeDiscrete(DiscreteTradingTrajectoryControl dttc,
ArithmeticPriceEvolutionParameters apep,
ObjectiveUtility ou)
StaticOptimalSchemeDiscrete Constructor
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Modifier and Type | Method and Description |
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static DiscreteTradingTrajectoryControl |
DiscreteTradingTrajectoryControl.FixedInterval(OrderSpecification os,
int iNumInterval)
Create a DiscreteTradingTrajectoryControl from Fixed Intervals
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static DiscreteTradingTrajectoryControl |
DiscreteTradingTrajectoryControl.SingleInterval(OrderSpecification os)
Create a Single Interval DiscreteTradingTrajectoryControl Instance from the Order Specification
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