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

Packages that use DiscreteLinearTradingEnhanced

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

Uses of DiscreteLinearTradingEnhanced in org.drip.execution.nonadaptive

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

Modifier and Type	Method	Description
static DiscreteLinearTradingEnhanced	DiscreteLinearTradingEnhanced.Standard(double dblStartHoldings, double dblFinishTime, int iNumInterval, ArithmeticPriceEvolutionParameters apep, double dblRiskAversion)	Create the Standard DiscreteLinearTradingEnhanced Instance