Uses of Class
org.drip.execution.hjb.NonDimensionalCostSystemic
| Package | Description |
|---|---|
| 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 NonDimensionalCostSystemicNonDimensionalCostSystemic. EulerEnhancedLinearThreshold(double dblMarketState, double dblNonDimensionalCost, double dblNonDimensionalCostCross)Generate a Euler Enhanced Linear Trading Systemic Non Dimensional Cost Instancestatic NonDimensionalCostSystemicNonDimensionalCostSystemic. LinearThreshold(double dblMarketStateExponentiation, double dblNonDimensionalTime)Generate a Linear Trading Systemic Non Dimensional Cost Instancestatic NonDimensionalCostSystemicNonDimensionalCostSystemic. Zero()Generate a Zero Sensitivity Systemic Non Dimensional Cost Instance