Uses of Class
org.drip.execution.evolution.MarketImpactComponent

Packages that use MarketImpactComponent

Package	Description
org.drip.execution.discrete	Trajectory Slice Execution Cost Distribution
org.drip.execution.evolution	Execution Cost Market Impact Decomposition

Uses of MarketImpactComponent in org.drip.execution.discrete

Subclasses of MarketImpactComponent in org.drip.execution.discrete

Modifier and Type	Class	Description
class	EvolutionIncrement	EvolutionIncrement contains the Realized Stochastic Evolution Increments of the Price/Short-fall exhibited by an Asset owing to the Volatility and the Market Impact Factors over the Slice Time Interval.
class	PriceIncrement	PriceIncrement contains the Realized Stochastic Evolution Increments of the Price Movements exhibited by an Asset owing to the Volatility and the Market Impact Factors over the Slice Time Interval.
class	ShortfallIncrement	ShortfallIncrement generates the Realized Incremental Stochastic Trading/Execution Short-fall and the corresponding Implementation Short-fall corresponding to the Trajectory of a Holdings Block that is to be executed over Time.

Constructors in org.drip.execution.discrete with parameters of type MarketImpactComponent

Constructor	Description
EvolutionIncrement(MarketImpactComponent micDeterministic, MarketImpactComponent micStochastic)	EvolutionIncrement Constructor
PriceIncrement(double dblPreviousEquilibriumPrice, MarketImpactComponent micDeterministic, MarketImpactComponent micStochastic)	PriceIncrement Constructor

Uses of MarketImpactComponent in org.drip.execution.evolution

Subclasses of MarketImpactComponent in org.drip.execution.evolution

Modifier and Type	Class	Description
class	MarketImpactComposite	MarketImpactComposite contains the Composite Evolution Increment Components of the Movements exhibited by an Asset's Manifest Measures owing to the Stochastic and the Deterministic Factors.

Methods in org.drip.execution.evolution that return MarketImpactComponent

Modifier and Type	Method	Description
MarketImpactComponent	MarketImpactComposite.deterministic()	Retrieve the Deterministic Impact Component Instance
MarketImpactComponent	MarketImpactComposite.stochastic()	Retrieve the Stochastic Impact Component Instance

Methods in org.drip.execution.evolution with parameters of type MarketImpactComponent

Modifier and Type	Method	Description
static MarketImpactComposite	MarketImpactComposite.Standard(MarketImpactComponent micDeterministic, MarketImpactComponent micStochastic)	Construct a Standard Instance of MarketImpactComposite