| Class | Description |
|---|---|
| CoordinatedMarketState |
CoordinatedMarketState implements the Coordinated Variation Version of the Volatility and the Linear
Transaction Function arising from the Realization of the Market State Variable as described in the
"Trading Time" Model.
|
| CoordinatedParticipationRateLinear |
CoordinatedParticipationRateLinear implements the Coordinated Variation Version of the Linear
Participation Rate Transaction Function as described in the "Trading Time" Model.
|
| CoordinatedVariation |
CoordinatedVariation implements the Coordinated Variation of the Volatility and Liquidity as described in
the "Trading Time" Model.
|
| VolumeTimeFrame |
VolumeTimeFrame implements the Pre- and Post-transformed Increment in the Volume Time Space as used in the
"Trading Time" Model.
|