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

Packages that use TransactionFunctionLinear

Package	Description
org.drip.execution.athl	Almgren-Thum-Hauptmann-Li Calibration
org.drip.execution.cost	Linear Temporary Market Impact Cost
org.drip.execution.impact	Market Impact Transaction Function Implementation

Uses of TransactionFunctionLinear in org.drip.execution.athl

Subclasses of TransactionFunctionLinear 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 TransactionFunctionLinear in org.drip.execution.cost

Methods in org.drip.execution.cost that return TransactionFunctionLinear

Modifier and Type	Method	Description
TransactionFunctionLinear	LinearTemporaryImpact.linearTemporaryImpact()	Retrieve the Linear Temporary Market Impact Function

Methods in org.drip.execution.cost with parameters of type TransactionFunctionLinear

Modifier and Type	Method	Description
static ConstrainedLinearTemporaryImpact	ConstrainedLinearTemporaryImpact.Standard(double dblSpotTime, double dblFinishTime, double dblSpotHoldings, PriorConditionalCombiner pcc, double dblGrossPriceChange, TransactionFunctionLinear tflTemporary)	Generate a ConstrainedLinearTemporaryImpact Instance
static LinearTemporaryImpact	LinearTemporaryImpact.Unconstrained(double dblSpotTime, double dblFinishTime, double dblSpotHoldings, PriorConditionalCombiner pcc, double dblGrossPriceChange, TransactionFunctionLinear tflTemporary)	Generate an Unconstrained LinearTemporaryImpact Instance

Uses of TransactionFunctionLinear in org.drip.execution.impact

Subclasses of TransactionFunctionLinear in org.drip.execution.impact

Modifier and Type	Class	Description
class	ParticipationRateLinear	ParticipationRateLinear implements a Linear Temporary/Permanent Market Impact Function where the Price Change scales linearly with the Trade Rate, along with an Offset.