Uses of Class
org.drip.execution.nonadaptive.DiscreteAlmgrenChriss

Packages that use DiscreteAlmgrenChriss

Package	Description
org.drip.execution.nonadaptive	Almgren-Chriss Static Optimal Trajectory

Uses of DiscreteAlmgrenChriss in org.drip.execution.nonadaptive

Methods in org.drip.execution.nonadaptive that return DiscreteAlmgrenChriss

Modifier and Type	Method	Description
static DiscreteAlmgrenChriss	DiscreteAlmgrenChriss.Standard(double dblStartHoldings, double dblFinishTime, int iNumInterval, LinearPermanentExpectationParameters lpep, double dblRiskAversion)	Create the Standard DiscreteAlmgrenChriss Instance