Uses of Class
org.drip.execution.dynamics.LinearPermanentExpectationParameters

Packages that use LinearPermanentExpectationParameters

Package	Description
org.drip.execution.athl	Almgren-Thum-Hauptmann-Li Calibration
org.drip.execution.dynamics	Arithmetic Price Evolution Execution Parameters
org.drip.execution.nonadaptive	Almgren-Chriss Static Optimal Trajectory
org.drip.execution.principal	Information Ratio Based Principal Trades

Uses of LinearPermanentExpectationParameters in org.drip.execution.athl

Methods in org.drip.execution.athl that return LinearPermanentExpectationParameters

Modifier and Type	Method	Description
LinearPermanentExpectationParameters	DynamicsParameters.almgren2003()	Generate an Instance of the Almgren 2003 Dynamics Parameters

Uses of LinearPermanentExpectationParameters in org.drip.execution.dynamics

Methods in org.drip.execution.dynamics that return LinearPermanentExpectationParameters

Modifier and Type	Method	Description
static LinearPermanentExpectationParameters	ArithmeticPriceEvolutionParametersBuilder.Almgren2003(ArithmeticPriceDynamicsSettings apds, BackgroundParticipationRateLinear bprlPermanentExpectation, BackgroundParticipationRate bprTemporaryExpectation)	Almgren 2003 Version of LinearPermanentExpectationParameters Instance
static LinearPermanentExpectationParameters	ArithmeticPriceEvolutionParametersBuilder.LinearExpectation(ArithmeticPriceDynamicsSettings apds, BackgroundParticipationRateLinear bprlPermanentExpectation, BackgroundParticipationRateLinear bprlTemporaryExpectation)	Linear Expectation Version of LinearPermanentExpectationParameters Instance
static LinearPermanentExpectationParameters	ArithmeticPriceEvolutionParametersBuilder.ReferenceCoordinatedVariation(CoordinatedVariation cv)	Construct a Linear Permanent Evolution Parameters from a Deterministic Coordinated Variation Instance

Uses of LinearPermanentExpectationParameters in org.drip.execution.nonadaptive

Methods in org.drip.execution.nonadaptive with parameters of type LinearPermanentExpectationParameters

Modifier and Type	Method	Description
static ContinuousAlmgrenChriss	ContinuousAlmgrenChriss.Standard(double dblStartHoldings, double dblFinishTime, LinearPermanentExpectationParameters lpep, double dblRiskAversion)	Create the Standard ContinuousAlmgrenChriss Instance
static ContinuousHighUrgencyAsymptote	ContinuousHighUrgencyAsymptote.Standard(double dblStartHoldings, double dblFinishTime, LinearPermanentExpectationParameters lpep, double dblRiskAversion)	Create the Standard ContinuousHighUrgencyAsymptote Instance
static ContinuousLowUrgencyAsymptote	ContinuousLowUrgencyAsymptote.Standard(double dblStartHoldings, double dblFinishTime, LinearPermanentExpectationParameters lpep, double dblRiskAversion)	Create the Standard ContinuousLowUrgencyAsymptote Instance
static ContinuousPowerImpact	ContinuousPowerImpact.Standard(double dblStartHoldings, double dblFinishTime, LinearPermanentExpectationParameters lpep, double dblRiskAversion)	Create the Standard ContinuousPowerImpact Instance
static DiscreteAlmgrenChriss	DiscreteAlmgrenChriss.Standard(double dblStartHoldings, double dblFinishTime, int iNumInterval, LinearPermanentExpectationParameters lpep, double dblRiskAversion)	Create the Standard DiscreteAlmgrenChriss Instance
static DiscreteAlmgrenChrissDrift	DiscreteAlmgrenChrissDrift.Standard(double dblStartHoldings, double dblFinishTime, int iNumInterval, LinearPermanentExpectationParameters lpep, double dblRiskAversion)	Create the Standard DiscreteAlmgrenChrissDrift Instance

Constructors in org.drip.execution.nonadaptive with parameters of type LinearPermanentExpectationParameters

Constructor	Description
ContinuousAlmgrenChriss(OrderSpecification os, LinearPermanentExpectationParameters lpep, MeanVarianceObjectiveUtility mvou)	ContinuousAlmgrenChriss Constructor

Uses of LinearPermanentExpectationParameters in org.drip.execution.principal

Constructors in org.drip.execution.principal with parameters of type LinearPermanentExpectationParameters

Constructor	Description
Almgren2003Estimator(PowerImpactContinuous pic, LinearPermanentExpectationParameters lpep)	Almgren2003Estimator Constructor