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

Packages that use OptimalSerialCorrelationAdjustment

Package	Description
org.drip.execution.capture	Execution Trajectory Transaction Cost Capture
org.drip.execution.discrete	Trajectory Slice Execution Cost Distribution

Uses of OptimalSerialCorrelationAdjustment in org.drip.execution.capture

Methods in org.drip.execution.capture that return OptimalSerialCorrelationAdjustment

Modifier and Type	Method	Description
OptimalSerialCorrelationAdjustment[]	TrajectoryShortfallEstimator.serialCorrelationAdjustment(ArithmeticPriceEvolutionParameters apep)	Estimate the Optimal Adjustment Attributable to the Serial Correlation

Uses of OptimalSerialCorrelationAdjustment in org.drip.execution.discrete

Methods in org.drip.execution.discrete that return OptimalSerialCorrelationAdjustment

Modifier and Type	Method	Description
OptimalSerialCorrelationAdjustment	Slice.serialCorrelationAdjustment(ArithmeticPriceEvolutionParameters apep)	Estimate the Optimal Adjustment Attributable to the Serial Correlation