Uses of Class
org.drip.execution.capture.TrajectoryShortfallRealization
Package | Description |
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org.drip.execution.capture |
Execution Trajectory Transaction Cost Capture
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Uses of TrajectoryShortfallRealization in org.drip.execution.capture
Methods in org.drip.execution.capture that return TrajectoryShortfallRealization Modifier and Type Method Description TrajectoryShortfallRealization
TrajectoryShortfallEstimator. totalCostRealizationDetail(double dblStartingEquilibriumPrice, WalkSuite[] aWS, ArithmeticPriceEvolutionParameters apep)
Generate the Detailed Cost Realization Sequence given the Specified Inputs