Uses of Class
org.drip.execution.nonadaptive.ContinuousConstantTradingEnhanced
Package | Description |
---|---|
org.drip.execution.nonadaptive |
Almgren-Chriss Static Optimal Trajectory
|
-
Uses of ContinuousConstantTradingEnhanced in org.drip.execution.nonadaptive
Methods in org.drip.execution.nonadaptive that return ContinuousConstantTradingEnhanced Modifier and Type Method Description static ContinuousConstantTradingEnhanced
ContinuousConstantTradingEnhanced. Standard(double dblStartHoldings, double dblFinishTime, ArithmeticPriceEvolutionParameters apep, double dblRiskAversion)
Create the Standard ContinuousConstantTradingEnhanced Instance