Uses of Package
org.drip.execution.strategy

Packages that use org.drip.execution.strategy

Package	Description
org.drip.execution.adaptive
org.drip.execution.capture
org.drip.execution.nonadaptive
org.drip.execution.optimum
org.drip.execution.strategy

Classes in org.drip.execution.strategy used by org.drip.execution.adaptive

Class and Description
OrderSpecification OrderSpecification contains the Parameters that constitute an Order, namely the Size and the Execution Time.

Classes in org.drip.execution.strategy used by org.drip.execution.capture

Class and Description
DiscreteTradingTrajectory DiscreteTradingTrajectory holds the Trajectory of a Trading Block that is to be executed over a Discrete Time Set.
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.

Classes in org.drip.execution.strategy used by org.drip.execution.nonadaptive

Class and Description
DiscreteTradingTrajectoryControl DiscreteTradingTrajectoryControl holds the Time Trajectory Control Settings of a Trading Block that is to be executed over a Discrete Time Sequence.
OrderSpecification OrderSpecification contains the Parameters that constitute an Order, namely the Size and the Execution Time.

Classes in org.drip.execution.strategy used by org.drip.execution.optimum

Class and 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.
TradingTrajectory TradingTrajectory holds the Continuous/Discrete Trajectory of a Trading Block that is to be executed over a Discrete Time Set.

Classes in org.drip.execution.strategy used by org.drip.execution.strategy

Class and 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.
OrderSpecification OrderSpecification contains the Parameters that constitute an Order, namely the Size and the Execution Time.
TradingTrajectory TradingTrajectory holds the Continuous/Discrete Trajectory of a Trading Block that is to be executed over a Discrete Time Set.