Uses of Package
org.drip.execution.evolution
| Package | Description |
|---|---|
| org.drip.execution.discrete |
Trajectory Slice Execution Cost Distribution
|
| org.drip.execution.evolution |
Execution Cost Market Impact Decomposition
|
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Classes in org.drip.execution.evolution used by org.drip.execution.discrete 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. -
Classes in org.drip.execution.evolution used by org.drip.execution.evolution 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.