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