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