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

Packages that use TransactionFunctionPower

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

Uses of TransactionFunctionPower in org.drip.execution.athl

Subclasses of TransactionFunctionPower in org.drip.execution.athl

Modifier and Type	Class	Description
class	PermanentImpactQuasiArbitrage	PermanentImpactQuasiArbitrage implements the Linear Permanent Market Impact with Coefficients that have been determined empirically by Almgren, Thum, Hauptmann, and Li (2005), independent of the no Quasi- Arbitrage Criterion identified by Huberman and Stanzl (2004).
class	TemporaryImpact	TemporaryImpact implements the Temporary Market Impact with Exponent/Coefficients that have been determined empirically by Almgren, Thum, Hauptmann, and Li (2005), using the Parameterization of Almgren (2003).

Uses of TransactionFunctionPower in org.drip.execution.impact

Subclasses of TransactionFunctionPower in org.drip.execution.impact

Modifier and Type	Class	Description
class	ParticipationRatePower	ParticipationRatePower implements a Power-Law Based Temporary/Permanent Market Impact Function where the Price Change scales as a Power of the Trade Rate.