Uses of Class
org.drip.execution.cost.ConstrainedLinearTemporaryImpact
Package | Description |
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org.drip.execution.cost |
Linear Temporary Market Impact Cost
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Uses of ConstrainedLinearTemporaryImpact in org.drip.execution.cost
Methods in org.drip.execution.cost that return ConstrainedLinearTemporaryImpact Modifier and Type Method Description static ConstrainedLinearTemporaryImpact
ConstrainedLinearTemporaryImpact. Standard(double dblSpotTime, double dblFinishTime, double dblSpotHoldings, PriorConditionalCombiner pcc, double dblGrossPriceChange, TransactionFunctionLinear tflTemporary)
Generate a ConstrainedLinearTemporaryImpact Instance