Uses of Class
org.drip.execution.adaptive.CoordinatedVariationTrajectory

Packages that use CoordinatedVariationTrajectory

Package	Description
org.drip.execution.adaptive	Coordinated Variation Based Adaptive Execution

Uses of CoordinatedVariationTrajectory in org.drip.execution.adaptive

Subclasses of CoordinatedVariationTrajectory in org.drip.execution.adaptive

Modifier and Type	Class	Description
class	CoordinatedVariationDynamic	CoordinatedVariationDynamic implements the HJB-based Single Step Optimal Cost Dynamic Trajectory using the Coordinated Variation Version of the Stochastic Volatility and the Transaction Function arising from the Realization of the Market State Variable as described in the "Trading Time" Model.
class	CoordinatedVariationRollingHorizon	CoordinatedVariationRollingHorizon implements the "Rolling Horizon" Approximation of the Optimal Cost Dynamic Trajectory arising from the Coordinated Variation Version of the Stochastic Volatility and the Transaction Function arising from the Realization of the Market State Variable as described in the "Trading Time" Model.
class	CoordinatedVariationStatic	CoordinatedVariationStatic implements the Static Trajectory based on the "Mean Equilibrium Market State" of the Coordinated Variation Version of the Stochastic Volatility and the Transaction Function arising from the Realization of the Market State Variable as described in the "Trading Time" Model.