Uses of Package
org.drip.execution.capture
| Package | Description |
|---|---|
| org.drip.execution.capture |
Execution Trajectory Transaction Cost Capture
|
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Classes in org.drip.execution.capture used by org.drip.execution.capture Class Description TrajectoryShortfallAggregate TrajectoryShortfallAggregate aggregates the Execution Short-fall Distribution across each Interval in the Trade.TrajectoryShortfallEstimator TrajectoryShortfallEstimator estimates the Price/Short Fall Distribution associated with the Trading Trajectory generated using the specified Evolution Parameters.TrajectoryShortfallRealization TrajectoryShortfallRealization holds Execution Cost Realization across each Interval in the Trade during a Single Simulation Run.