Uses of Class
org.drip.execution.optimum.EfficientTradingTrajectoryContinuous

Packages that use EfficientTradingTrajectoryContinuous

Package	Description
org.drip.execution.adaptive	Coordinated Variation Based Adaptive Execution
org.drip.execution.cost	Linear Temporary Market Impact Cost
org.drip.execution.optimum	Almgren-Chriss Efficient Trading Trajectories

Uses of EfficientTradingTrajectoryContinuous in org.drip.execution.adaptive

Methods in org.drip.execution.adaptive that return EfficientTradingTrajectoryContinuous

Modifier and Type	Method	Description
EfficientTradingTrajectoryContinuous	CoordinatedVariationStatic.trajectory()	Retrieve the Static Continuous Trading Trajectory Instance

Constructors in org.drip.execution.adaptive with parameters of type EfficientTradingTrajectoryContinuous

Constructor	Description
CoordinatedVariationStatic(CoordinatedVariationTrajectoryDeterminant cvtd, EfficientTradingTrajectoryContinuous ettc)	CoordinatedVariationStatic Constructor

Uses of EfficientTradingTrajectoryContinuous in org.drip.execution.cost

Methods in org.drip.execution.cost that return EfficientTradingTrajectoryContinuous

Modifier and Type	Method	Description
EfficientTradingTrajectoryContinuous	LinearTemporaryImpact.trajectory()	Retrieve the Holdings Trajectory

Uses of EfficientTradingTrajectoryContinuous in org.drip.execution.optimum

Subclasses of EfficientTradingTrajectoryContinuous in org.drip.execution.optimum

Modifier and Type	Class	Description
class	PowerImpactContinuous	PowerImpactContinuous contains the Trading Trajectory generated by the Almgren (2003) Power Impact Scheme under the Criterion of No-Drift.