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