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

Packages that use MinimumImpactTradingTrajectory

Package	Description
org.drip.execution.capture
org.drip.execution.strategy

Uses of MinimumImpactTradingTrajectory in org.drip.execution.capture

Constructors in org.drip.execution.capture with parameters of type MinimumImpactTradingTrajectory

Constructor and Description
LinearImpactUniformTrajectoryEstimator(MinimumImpactTradingTrajectory mittUniform) LinearImpactUniformTrajectoryEstimator Constructor

Uses of MinimumImpactTradingTrajectory in org.drip.execution.strategy

Subclasses of MinimumImpactTradingTrajectory in org.drip.execution.strategy

Modifier and Type	Class and Description
class	MinimumVarianceTradingTrajectory MinimumVarianceTradingTrajectory holds the Trajectory of a Trading Block that is to be executed in a Single Block, the Idea being to minimize the Trading Variance.

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

Modifier and Type	Method and Description
static MinimumImpactTradingTrajectory	MinimumImpactTradingTrajectory.Standard(double dblStartHoldings, double dblFinishHoldings, double dblStartTime, double dblFinishTime, int iNumInterval) Create a MinimumImpactTradingTrajectory Instance from Equal Intervals