| Interface | Description |
|---|---|
| TradingTrajectory |
TradingTrajectory holds the Continuous/Discrete Trajectory of a Trading Block that is to be executed over
a Discrete Time Set.
|
| Class | Description |
|---|---|
| ContinuousTradingTrajectory |
ContinuousTradingTrajectory holds the Continuous Trajectory of a Trading Block that is to be executed over
the Specified Horizon.
|
| DiscreteTradingTrajectory |
DiscreteTradingTrajectory holds the Trajectory of a Trading Block that is to be executed over a Discrete
Time Set.
|
| DiscreteTradingTrajectoryControl |
DiscreteTradingTrajectoryControl holds the Time Trajectory Control Settings of a Trading Block that is to
be executed over a Discrete Time Sequence.
|
| MinimumImpactTradingTrajectory |
MinimumImpactTradingTrajectory holds the Trajectory of a Trading Block that is to be executed uniformly
over Equal Intervals, the Idea being to minimize the Trading Impact.
|
| 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.
|
| OrderSpecification |
OrderSpecification contains the Parameters that constitute an Order, namely the Size and the Execution
Time.
|