Uses of Class
org.drip.execution.hjb.NonDimensionalCostSystemic
Package | Description |
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org.drip.execution.hjb |
Optimal Hamilton-Jacobi-Bellman Execution
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Uses of NonDimensionalCostSystemic in org.drip.execution.hjb
Methods in org.drip.execution.hjb that return NonDimensionalCostSystemic Modifier and Type Method Description static NonDimensionalCostSystemic
NonDimensionalCostSystemic. EulerEnhancedLinearThreshold(double dblMarketState, double dblNonDimensionalCost, double dblNonDimensionalCostCross)
Generate a Euler Enhanced Linear Trading Systemic Non Dimensional Cost Instancestatic NonDimensionalCostSystemic
NonDimensionalCostSystemic. LinearThreshold(double dblMarketStateExponentiation, double dblNonDimensionalTime)
Generate a Linear Trading Systemic Non Dimensional Cost Instancestatic NonDimensionalCostSystemic
NonDimensionalCostSystemic. Zero()
Generate a Zero Sensitivity Systemic Non Dimensional Cost Instance