Uses of Class
org.drip.execution.bayesian.PriorConditionalCombiner
Package | Description |
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org.drip.execution.cost |
Linear Temporary Market Impact Cost
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Uses of PriorConditionalCombiner in org.drip.execution.cost
Methods in org.drip.execution.cost that return PriorConditionalCombiner Modifier and Type Method Description PriorConditionalCombiner
LinearTemporaryImpact. combiner()
Retrieve the Prior/Conditional Distributions CombinerMethods in org.drip.execution.cost with parameters of type PriorConditionalCombiner Modifier and Type Method Description static ConstrainedLinearTemporaryImpact
ConstrainedLinearTemporaryImpact. Standard(double dblSpotTime, double dblFinishTime, double dblSpotHoldings, PriorConditionalCombiner pcc, double dblGrossPriceChange, TransactionFunctionLinear tflTemporary)
Generate a ConstrainedLinearTemporaryImpact Instancestatic LinearTemporaryImpact
LinearTemporaryImpact. Unconstrained(double dblSpotTime, double dblFinishTime, double dblSpotHoldings, PriorConditionalCombiner pcc, double dblGrossPriceChange, TransactionFunctionLinear tflTemporary)
Generate an Unconstrained LinearTemporaryImpact Instance