Uses of Class
org.drip.execution.discrete.ShortfallIncrementDistribution
Package | Description |
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org.drip.execution.capture |
Execution Trajectory Transaction Cost Capture
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org.drip.execution.discrete |
Trajectory Slice Execution Cost Distribution
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Uses of ShortfallIncrementDistribution in org.drip.execution.capture
Methods in org.drip.execution.capture that return types with arguments of type ShortfallIncrementDistribution Modifier and Type Method Description java.util.List<ShortfallIncrementDistribution>
TrajectoryShortfallAggregate. list()
Retrieve the List of the Interval Cost DistributionsConstructor parameters in org.drip.execution.capture with type arguments of type ShortfallIncrementDistribution Constructor Description TrajectoryShortfallAggregate(java.util.List<ShortfallIncrementDistribution> lsSID)
TrajectoryShortfallAggregate Constructor -
Uses of ShortfallIncrementDistribution in org.drip.execution.discrete
Methods in org.drip.execution.discrete that return ShortfallIncrementDistribution Modifier and Type Method Description ShortfallIncrementDistribution
Slice. costIncrementDistribution(ArithmeticPriceEvolutionParameters apep)
Generate the R^1 Normal Cost Increment Distribution