Uses of Class
org.drip.execution.dynamics.WalkSuite
Package | Description |
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org.drip.execution.capture |
Execution Trajectory Transaction Cost Capture
|
org.drip.execution.discrete |
Trajectory Slice Execution Cost Distribution
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Uses of WalkSuite in org.drip.execution.capture
Methods in org.drip.execution.capture with parameters of type WalkSuite Modifier and Type Method Description TrajectoryShortfallRealization
TrajectoryShortfallEstimator. totalCostRealizationDetail(double dblStartingEquilibriumPrice, WalkSuite[] aWS, ArithmeticPriceEvolutionParameters apep)
Generate the Detailed Cost Realization Sequence given the Specified Inputs -
Uses of WalkSuite in org.drip.execution.discrete
Methods in org.drip.execution.discrete with parameters of type WalkSuite Modifier and Type Method Description ShortfallIncrement
Slice. costIncrementRealization(double dblPreviousEquilibriumPrice, WalkSuite ws, ArithmeticPriceEvolutionParameters apep)
Generate the Cost Evolution Increment Unit Realization given the Walk RealizationPriceIncrement
Slice. priceIncrementRealization(double dblPreviousEquilibriumPrice, WalkSuite ws, ArithmeticPriceEvolutionParameters apep)
Generate the Price Evolution Increment Unit Realization given the Walk Realization