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

Packages that use StaticOptimalSchemeDiscrete

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

Uses of StaticOptimalSchemeDiscrete in org.drip.execution.nonadaptive

Subclasses of StaticOptimalSchemeDiscrete in org.drip.execution.nonadaptive

Modifier and Type	Class	Description
class	DiscreteAlmgrenChriss	DiscreteAlmgrenChriss generates the Trade/Holdings List of Optimal Execution Schedule for the Equally Spaced Trading Intervals based on the No-Drift Linear Impact Evolution Walk Parameters specified.
class	DiscreteAlmgrenChrissDrift	DiscreteAlmgrenChrissDrift generates the Trade/Holdings List of Optimal Execution Schedule for the Equally Spaced Trading Intervals based on the Linear Impact Evolution Walk Parameters with Drift specified.
class	DiscreteLinearTradingEnhanced	DiscreteLinearTradingEnhanced contains the Volatility Trading Trajectory generated by the Almgren (2003) Scheme under the Criterion of No-Drift AND Linear Temporary Impact Volatility.