Uses of Class
org.drip.execution.discrete.EvolutionIncrement

Packages that use EvolutionIncrement
Package Description
org.drip.execution.discrete
Trajectory Slice Execution Cost Distribution
  • Uses of EvolutionIncrement in org.drip.execution.discrete

    Subclasses of EvolutionIncrement in org.drip.execution.discrete
    Modifier and Type Class Description
    class  PriceIncrement
    PriceIncrement contains the Realized Stochastic Evolution Increments of the Price Movements exhibited by an Asset owing to the Volatility and the Market Impact Factors over the Slice Time Interval.
    class  ShortfallIncrement
    ShortfallIncrement generates the Realized Incremental Stochastic Trading/Execution Short-fall and the corresponding Implementation Short-fall corresponding to the Trajectory of a Holdings Block that is to be executed over Time.