Uses of Class
org.drip.execution.hjb.NonDimensionalCost

Packages that use NonDimensionalCost

Package	Description
org.drip.execution.adaptive	Coordinated Variation Based Adaptive Execution
org.drip.execution.hjb	Optimal Hamilton-Jacobi-Bellman Execution

Uses of NonDimensionalCost in org.drip.execution.adaptive

Methods in org.drip.execution.adaptive that return NonDimensionalCost

Modifier and Type	Method	Description
NonDimensionalCost	CoordinatedVariationTrajectoryGenerator.initializeNonDimensionalCost(MarketState ms, double dblTradeRateScale)	Retrieve the Initial Non Dimensional Cost
NonDimensionalCost[]	CoordinatedVariationDynamic.nonDimensionalCost()	Retrieve the Array of the Non Dimensional Costs

Constructors in org.drip.execution.adaptive with parameters of type NonDimensionalCost

Constructor	Description
CoordinatedVariationDynamic(CoordinatedVariationTrajectoryDeterminant cvtd, double[] adblNonDimensionalHoldings, double[] adblScaledNonDimensionalTradeRate, NonDimensionalCost[] aNDC)	CoordinatedVariationDynamic Constructor

Uses of NonDimensionalCost in org.drip.execution.hjb

Subclasses of NonDimensionalCost in org.drip.execution.hjb

Modifier and Type	Class	Description
class	NonDimensionalCostCorrelated	NonDimensionalCostCorrelated contains the Level, the Gradient, and the Jacobian of the HJB Non dimensional Cost Value Function to the Individual Correlated Market States.
class	NonDimensionalCostSystemic	NonDimensionalCostSystemic contains the Level, the Gradient, and the Jacobian of the HJB Non Dimensional Cost Value Function to the Systemic Market State.

Methods in org.drip.execution.hjb that return NonDimensionalCost

Modifier and Type	Method	Description
abstract NonDimensionalCost	NonDimensionalCostEvolver.evolve(NonDimensionalCost ndc, MarketState ms, double dblNonDimensionalRiskAversion, double dblNonDimensionalTime, double dblNonDimensionalTimeIncrement)	Evolve a Single Time Step of the Optimal Trajectory
NonDimensionalCost	NonDimensionalCostEvolverCorrelated.evolve(NonDimensionalCost ndc, MarketState ms, double dblNonDimensionalRiskAversion, double dblNonDimensionalTime, double dblNonDimensionalTimeIncrement)
NonDimensionalCost	NonDimensionalCostEvolverSystemic.evolve(NonDimensionalCost ndc, MarketState ms, double dblNonDimensionalRiskAversion, double dblNonDimensionalTime, double dblNonDimensionalTimeIncrement)

Methods in org.drip.execution.hjb with parameters of type NonDimensionalCost

Modifier and Type	Method	Description
abstract NonDimensionalCost	NonDimensionalCostEvolver.evolve(NonDimensionalCost ndc, MarketState ms, double dblNonDimensionalRiskAversion, double dblNonDimensionalTime, double dblNonDimensionalTimeIncrement)	Evolve a Single Time Step of the Optimal Trajectory
NonDimensionalCost	NonDimensionalCostEvolverCorrelated.evolve(NonDimensionalCost ndc, MarketState ms, double dblNonDimensionalRiskAversion, double dblNonDimensionalTime, double dblNonDimensionalTimeIncrement)
NonDimensionalCost	NonDimensionalCostEvolverSystemic.evolve(NonDimensionalCost ndc, MarketState ms, double dblNonDimensionalRiskAversion, double dblNonDimensionalTime, double dblNonDimensionalTimeIncrement)