Uses of Class
org.drip.execution.capture.TrajectoryShortfallEstimator
| Package | Description |
|---|---|
| org.drip.execution.capture |
Execution Trajectory Transaction Cost Capture
|
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Uses of TrajectoryShortfallEstimator in org.drip.execution.capture
Subclasses of TrajectoryShortfallEstimator in org.drip.execution.capture Modifier and Type Class Description classLinearImpactBlockTrajectoryEstimatorLinearImpactBlockTrajectoryEstimator estimates the Price/Cost Distribution associated with the Single Block Trading Trajectory generated using the Linear Market Impact Evolution Parameters.classLinearImpactTrajectoryEstimatorLinearImpactTrajectoryEstimator estimates the Price/Cost Distribution associated with the Trading Trajectory generated using the Linear Market Impact Evolution Parameters.classLinearImpactUniformTrajectoryEstimatorLinearImpactUniformTrajectoryEstimator estimates the Price/Cost Distribution associated with the Uniform Trading Trajectory generated using the Linear Market Impact Evolution Parameters.