Package org.drip.execution.evolution

Execution Cost Market Impact Decomposition

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
MarketImpactComponent	MarketImpactComponent exposes the Evolution Increment Components of the Movements exhibited by an Asset's Manifest Measures owing to either Stochastic or Deterministic Factors.
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.