Uses of Class
org.drip.measure.gaussian.R1UnivariateNormal

Packages that use R1UnivariateNormal

Package	Description
org.drip.execution.bayesian
org.drip.execution.capture
org.drip.execution.discrete
org.drip.execution.principal
org.drip.measure.gaussian

Uses of R1UnivariateNormal in org.drip.execution.bayesian

Subclasses of R1UnivariateNormal in org.drip.execution.bayesian

Modifier and Type	Class and Description
class	ConditionalPriceDistribution ConditionalPriceDistribution holds the Price Distribution Conditional on a given Drift.
class	PriorDriftDistribution PriorDriftDistribution holds the Prior Belief Distribution associated with the Directional Drift.

Methods in org.drip.execution.bayesian that return R1UnivariateNormal

Modifier and Type	Method and Description
R1UnivariateNormal	PriorConditionalCombiner.jointPriceDistribution() Generate the Joint Price Distribution
R1UnivariateNormal	PriorConditionalCombiner.posteriorDriftDistribution(double dblDeltaS) Generate the Posterior Drift Distribution

Uses of R1UnivariateNormal in org.drip.execution.capture

Methods in org.drip.execution.capture that return R1UnivariateNormal

Modifier and Type	Method and Description
R1UnivariateNormal	TrajectoryShortfallAggregate.totalCostDistribution() Generate the Total Cost R^1 Normal Distribution
R1UnivariateNormal	TrajectoryShortfallEstimator.totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters apep) Generate the Total Cost Distribution Synopsis Distribution for the Trading Trajectory
R1UnivariateNormal	LinearImpactUniformTrajectoryEstimator.totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters apep)
R1UnivariateNormal	LinearImpactTrajectoryEstimator.totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters apep)
R1UnivariateNormal	LinearImpactBlockTrajectoryEstimator.totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters apep)

Uses of R1UnivariateNormal in org.drip.execution.discrete

Subclasses of R1UnivariateNormal in org.drip.execution.discrete

Modifier and Type	Class and Description
class	ShortfallIncrementDistribution ShortfallIncrementDistribution holds the Parameters of the R^1 Normal Short fall Increment Distribution.

Uses of R1UnivariateNormal in org.drip.execution.principal

Methods in org.drip.execution.principal that return R1UnivariateNormal

Modifier and Type	Method and Description
R1UnivariateNormal	GrossProfitEstimator.horizonPrincipalMeasure(double dblPrincipalDiscount) Generate R^1 Univariate Normal Gross Profit Distribution from the specified Principal Discount
R1UnivariateNormal	GrossProfitEstimator.principalMeasure(double dblPrincipalDiscount) Generate R^1 Univariate Normal Gross Profit Distribution from the specified Principal Discount

Uses of R1UnivariateNormal in org.drip.measure.gaussian

Methods in org.drip.measure.gaussian that return R1UnivariateNormal

Modifier and Type	Method and Description
static R1UnivariateNormal	R1UnivariateNormal.Standard() Generate a N (0, 1) distribution