Package | Description |
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org.drip.execution.adaptive | |
org.drip.execution.nonadaptive | |
org.drip.execution.strategy |
Modifier and Type | Method and Description |
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OrderSpecification |
CoordinatedVariationTrajectoryGenerator.orderSpecification()
Retrieve the Order Specification
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Constructor and Description |
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CoordinatedVariationTrajectoryGenerator(OrderSpecification os,
CoordinatedVariation cv,
MeanVarianceObjectiveUtility mvou,
NonDimensionalCostEvolver ndce,
int iTradeRateInitializer)
CoordinatedVariationTrajectoryGenerator Constructor
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Modifier and Type | Method and Description |
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OrderSpecification |
StaticOptimalSchemeContinuous.orderSpecification()
Retrieve the Order Specification
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Constructor and Description |
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ContinuousAlmgrenChriss(OrderSpecification os,
LinearPermanentExpectationParameters lpep,
MeanVarianceObjectiveUtility mvou)
ContinuousAlmgrenChriss Constructor
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StaticOptimalSchemeContinuous(OrderSpecification os,
ArithmeticPriceEvolutionParameters apep,
ObjectiveUtility ou)
StaticOptimalSchemeContinuous Constructor
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Modifier and Type | Method and Description |
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OrderSpecification |
DiscreteTradingTrajectoryControl.order()
Generate the Order Specification corresponding to the Trajectory Control
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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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