Uses of Package
org.drip.execution.cost
| Package | Description |
|---|---|
| org.drip.execution.cost |
Linear Temporary Market Impact Cost
|
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Classes in org.drip.execution.cost used by org.drip.execution.cost Class Description ConstrainedLinearTemporaryImpact ConstrainedLinearTemporaryImpact computes and holds the Optimal Trajectory under Trading Rate Sign Constraints using Linear Temporary Impact Function for the given set of Inputs.LinearTemporaryImpact LinearTemporaryImpact computes and holds the Optimal Trajectory using the Linear Temporary Impact Function for the given set of Inputs.