Uses of Class
org.drip.execution.adaptive.CoordinatedVariationTrajectoryDeterminant
| Package | Description |
|---|---|
| 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 CoordinatedVariationTrajectoryDeterminantCoordinatedVariationTrajectory. determinant()Retrieve The Coordinated Variation Trajectory Determinant InstanceCoordinatedVariationTrajectoryDeterminantCoordinatedVariationTrajectoryGenerator. trajectoryDeterminant()Compute The Coordinated Variation Trajectory Determinant InstanceConstructors in org.drip.execution.adaptive with parameters of type CoordinatedVariationTrajectoryDeterminant Constructor Description CoordinatedVariationDynamic(CoordinatedVariationTrajectoryDeterminant trajectoryDeterminant, double[] nonDimensionalHoldingsArray, double[] scaledNonDimensionalTradeRateArray, NonDimensionalCost[] nonDimensionalCostArray)CoordinatedVariationDynamic ConstructorCoordinatedVariationRollingHorizon(CoordinatedVariationTrajectoryDeterminant trajectoryDeterminant, double[] nonDimensionalHoldingsArray, double[] nonDimensionalTradeRateArray, double[] nonDimensionalCostArray)CoordinatedVariationRollingHorizon ConstructorCoordinatedVariationStatic(CoordinatedVariationTrajectoryDeterminant trajectoryDeterminant, EfficientTradingTrajectoryContinuous efficientTradingTrajectoryContinuous)CoordinatedVariationStatic ConstructorCoordinatedVariationTrajectory(CoordinatedVariationTrajectoryDeterminant determinant)CoordinatedVariationTrajectory Constructor