Uses of Class
org.drip.execution.discrete.PriceIncrement
Package | Description |
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org.drip.execution.discrete |
Trajectory Slice Execution Cost Distribution
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Uses of PriceIncrement in org.drip.execution.discrete
Methods in org.drip.execution.discrete that return PriceIncrement Modifier and Type Method Description PriceIncrement
ShortfallIncrement. compositePriceIncrement()
Retrieve the Composite Price Increment InstancePriceIncrement
Slice. priceIncrementRealization(double dblPreviousEquilibriumPrice, WalkSuite ws, ArithmeticPriceEvolutionParameters apep)
Generate the Price Evolution Increment Unit Realization given the Walk RealizationMethods in org.drip.execution.discrete with parameters of type PriceIncrement Modifier and Type Method Description static ShortfallIncrement
ShortfallIncrement. Standard(PriceIncrement pi, double dblPreviousHoldings, double dblHoldingsIncrement)
Generate a Standard ShortfallIncrement Instance