Uses of Class
org.drip.execution.impact.ParticipationRateLinear

Packages that use ParticipationRateLinear

Package	Description
org.drip.execution.athl	Almgren-Thum-Hauptmann-Li Calibration
org.drip.execution.impact	Market Impact Transaction Function Implementation
org.drip.execution.profiletime	Participation Rate Profile Time Models
org.drip.execution.tradingtime	Coordinated Variation Trading Time Models

Uses of ParticipationRateLinear in org.drip.execution.athl

Subclasses of ParticipationRateLinear in org.drip.execution.athl

Modifier and Type	Class	Description
class	PermanentImpactNoArbitrage	PermanentImpactNoArbitrage implements the Linear Permanent Market Impact with Coefficients that have been determined empirically by Almgren, Thum, Hauptmann, and Li (2005), using the no Quasi-Arbitrage Criterion identified by Huberman and Stanzl (2004).

Uses of ParticipationRateLinear in org.drip.execution.impact

Methods in org.drip.execution.impact that return ParticipationRateLinear

Modifier and Type	Method	Description
static ParticipationRateLinear	ParticipationRateLinear.NoImpact()	Construct a Vanilla Zero-Impact ParticipationRateLinear Instance
static ParticipationRateLinear	ParticipationRateLinear.SlopeOnly(double dblSlope)	Construct a Vanilla Slope-Only ParticipationRateLinear Instance

Uses of ParticipationRateLinear in org.drip.execution.profiletime

Methods in org.drip.execution.profiletime that return ParticipationRateLinear

Modifier and Type	Method	Description
ParticipationRateLinear	BackgroundParticipationRateLinear.epochLiquidityFunction()	Compute the Epoch Liquidity Market Impact Function
ParticipationRateLinear	UniformParticipationRateLinear.epochLiquidityFunction()
ParticipationRateLinear	BackgroundParticipationRateLinear.liquidityFunction(double dblTime)	Compute the Liquidity Market Impact Function from the Volatility Function
ParticipationRateLinear	UniformParticipationRateLinear.liquidityFunction(double dblTime)

Constructors in org.drip.execution.profiletime with parameters of type ParticipationRateLinear

Constructor	Description
UniformParticipationRateLinear(ParticipationRateLinear prl)	UniformParticipationRateLinear Constructor

Uses of ParticipationRateLinear in org.drip.execution.tradingtime

Methods in org.drip.execution.tradingtime that return ParticipationRateLinear

Modifier and Type	Method	Description
ParticipationRateLinear	CoordinatedParticipationRateLinear.epochLiquidityFunction()
ParticipationRateLinear	CoordinatedParticipationRateLinear.liquidityFunction(double dblTime)