Uses of Class
org.drip.execution.adaptive.CoordinatedVariationTrajectoryDeterminant
Package | Description |
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org.drip.execution.adaptive |
Coordinated Variation Based Adaptive Execution
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Uses of CoordinatedVariationTrajectoryDeterminant in org.drip.execution.adaptive
Methods in org.drip.execution.adaptive that return CoordinatedVariationTrajectoryDeterminant Modifier and Type Method Description CoordinatedVariationTrajectoryDeterminant
CoordinatedVariationTrajectory. trajectoryDeterminant()
Retrieve The Coordinated Variation Trajectory Determinant InstanceCoordinatedVariationTrajectoryDeterminant
CoordinatedVariationTrajectoryGenerator. trajectoryDeterminant()
Compute The Coordinated Variation Trajectory Determinant InstanceConstructors in org.drip.execution.adaptive with parameters of type CoordinatedVariationTrajectoryDeterminant Constructor Description CoordinatedVariationDynamic(CoordinatedVariationTrajectoryDeterminant cvtd, double[] adblNonDimensionalHoldings, double[] adblScaledNonDimensionalTradeRate, NonDimensionalCost[] aNDC)
CoordinatedVariationDynamic ConstructorCoordinatedVariationRollingHorizon(CoordinatedVariationTrajectoryDeterminant cvtd, double[] adblNonDimensionalHoldings, double[] adblNonDimensionalTradeRate, double[] adblNonDimensionalCost)
CoordinatedVariationRollingHorizon ConstructorCoordinatedVariationStatic(CoordinatedVariationTrajectoryDeterminant cvtd, EfficientTradingTrajectoryContinuous ettc)
CoordinatedVariationStatic ConstructorCoordinatedVariationTrajectory(CoordinatedVariationTrajectoryDeterminant cvtd)
CoordinatedVariationTrajectory Constructor