Uses of Class
org.drip.execution.discrete.EvolutionIncrement
Package | Description |
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org.drip.execution.discrete |
Trajectory Slice Execution Cost Distribution
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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.