Uses of Package
org.drip.execution.bayesian
| Package | Description |
|---|---|
| org.drip.execution.bayesian |
Bayesian Price Based Optimal Execution
|
| org.drip.execution.cost |
Linear Temporary Market Impact Cost
|
-
Classes in org.drip.execution.bayesian used by org.drip.execution.bayesian Class Description ConditionalPriceDistribution ConditionalPriceDistribution holds the Price Distribution Conditional on a given Drift.PriorDriftDistribution PriorDriftDistribution holds the Prior Belief Distribution associated with the Directional Drift. -
Classes in org.drip.execution.bayesian used by org.drip.execution.cost Class Description PriorConditionalCombiner PriorConditionalCombiner holds the Distributions associated with the Prior Drift and the Conditional Price Distributions.