Uses of Class
org.drip.execution.discrete.PriceIncrement
| Package | Description |
|---|---|
| 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 PriceIncrementShortfallIncrement. compositePriceIncrement()Retrieve the Composite Price Increment InstancePriceIncrementSlice. 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 ShortfallIncrementShortfallIncrement. Standard(PriceIncrement pi, double dblPreviousHoldings, double dblHoldingsIncrement)Generate a Standard ShortfallIncrement Instance