Uses of Class
org.drip.execution.cost.LinearTemporaryImpact

Packages that use LinearTemporaryImpact

Package	Description
org.drip.execution.cost	Linear Temporary Market Impact Cost

Uses of LinearTemporaryImpact in org.drip.execution.cost

Subclasses of LinearTemporaryImpact in org.drip.execution.cost

Modifier and Type	Class	Description
class	ConstrainedLinearTemporaryImpact	ConstrainedLinearTemporaryImpact computes and holds the Optimal Trajectory under Trading Rate Sign Constraints using Linear Temporary Impact Function for the given set of Inputs.

Methods in org.drip.execution.cost that return LinearTemporaryImpact

Modifier and Type	Method	Description
static LinearTemporaryImpact	LinearTemporaryImpact.Unconstrained(double dblSpotTime, double dblFinishTime, double dblSpotHoldings, PriorConditionalCombiner pcc, double dblGrossPriceChange, TransactionFunctionLinear tflTemporary)	Generate an Unconstrained LinearTemporaryImpact Instance