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

Packages that use NonDimensionalCostEvolver

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

Uses of NonDimensionalCostEvolver in org.drip.execution.adaptive

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

Modifier and Type	Method	Description
NonDimensionalCostEvolver	CoordinatedVariationTrajectoryGenerator.evolver()	Retrieve the Non Dimensional Cost Evolver

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

Constructor	Description
CoordinatedVariationTrajectoryGenerator(OrderSpecification os, CoordinatedVariation cv, MeanVarianceObjectiveUtility mvou, NonDimensionalCostEvolver ndce, int iTradeRateInitializer)	CoordinatedVariationTrajectoryGenerator Constructor

Uses of NonDimensionalCostEvolver in org.drip.execution.hjb

Subclasses of NonDimensionalCostEvolver in org.drip.execution.hjb

Modifier and Type	Class	Description
class	NonDimensionalCostEvolverCorrelated	NonDimensionalCostEvolverCorrelated implements the Correlated HJB-based Single Step Optimal Trajectory Cost Step Evolver using the Correlated Coordinated Variation Version of the Stochastic Volatility and the Transaction Function arising from the Realization of the Market State Variable as described in the "Trading Time" Model.
class	NonDimensionalCostEvolverSystemic	NonDimensionalCostEvolverSystemic implements the 1D HJB-based Single Step Optimal Trajectory Cost Step Evolver using the Systemic Coordinated Variation Version of the Stochastic Volatility and the Transaction Function arising from the Realization of the Market State Variable as described in the "Trading Time" Model.