Uses of Class
org.drip.execution.discrete.EvolutionIncrement
| Package | Description |
|---|---|
| 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 classPriceIncrementPriceIncrement 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.classShortfallIncrementShortfallIncrement 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.