Uses of Interface org.drip.execution.latent.MarketState

Packages that use MarketState
Package	Description
org.drip.execution.adaptive	Coordinated Variation Based Adaptive Execution
org.drip.execution.hjb	Optimal Hamilton-Jacobi-Bellman Execution
org.drip.execution.latent	Correlated Latent Market State Sequence

Uses of MarketState in org.drip.execution.adaptive

Methods in org.drip.execution.adaptive with parameters of type MarketState
Modifier and Type	Method	Description
`CoordinatedVariationDynamic`	CoordinatedVariationTrajectoryGenerator.`adaptive(MarketState[] marketStateArray)`	Generate the Continuous Coordinated Variation Dynamic Adaptive Trajectory
`NonDimensionalCost`	CoordinatedVariationTrajectoryGenerator.`initializeNonDimensionalCost(MarketState initialMarketState, double tradeRateScale)`	Retrieve the Initial Non Dimensional Cost
`CoordinatedVariationRollingHorizon`	CoordinatedVariationTrajectoryGenerator.`rollingHorizon(MarketState[] marketStateArray)`	Generate the Continuous Coordinated Variation Rolling Horizon Trajectory

Uses of MarketState in org.drip.execution.hjb

Methods in org.drip.execution.hjb with parameters of type MarketState
Modifier and Type	Method	Description
`abstract NonDimensionalCost`	NonDimensionalCostEvolver.`evolve(NonDimensionalCost ndc, MarketState ms, double dblNonDimensionalRiskAversion, double dblNonDimensionalTime, double dblNonDimensionalTimeIncrement)`	Evolve a Single Time Step of the Optimal Trajectory
`NonDimensionalCost`	NonDimensionalCostEvolverCorrelated.`evolve(NonDimensionalCost ndc, MarketState ms, double dblNonDimensionalRiskAversion, double dblNonDimensionalTime, double dblNonDimensionalTimeIncrement)`
`NonDimensionalCost`	NonDimensionalCostEvolverSystemic.`evolve(NonDimensionalCost ndc, MarketState ms, double dblNonDimensionalRiskAversion, double dblNonDimensionalTime, double dblNonDimensionalTimeIncrement)`

Uses of MarketState in org.drip.execution.latent

Classes in org.drip.execution.latent that implement MarketState
Modifier and Type	Class	Description
`class`	`MarketStateCorrelated`	MarketStateCorrelated holds the Correlated Market State that drives the Liquidity and the Volatility Market States separately.
`class`	`MarketStateSystemic`	MarketStateSystemic holds the Single Systemic Market State that drives both the Liquidity and the Volatility Market States.

Methods in org.drip.execution.latent that return MarketState
Modifier and Type	Method	Description
`MarketState`	OrnsteinUhlenbeckSequence.`initialMarketState()`	Retrieve the Initial Market State
`MarketState[]`	OrnsteinUhlenbeckSequence.`realizedMarketState()`	Retrieve the Sequence of Market State Realization