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

Packages that use DiscreteAlmgrenChrissDrift

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

Uses of DiscreteAlmgrenChrissDrift in org.drip.execution.nonadaptive

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

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