Uses of Class
org.drip.execution.optimum.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
|
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Uses of EfficientTradingTrajectoryContinuous in org.drip.execution.adaptive
Methods in org.drip.execution.adaptive that return EfficientTradingTrajectoryContinuous Modifier and Type Method Description EfficientTradingTrajectoryContinuousCoordinatedVariationStatic. trajectory()Retrieve the Static Continuous Trading Trajectory InstanceConstructors in org.drip.execution.adaptive with parameters of type EfficientTradingTrajectoryContinuous Constructor Description CoordinatedVariationStatic(CoordinatedVariationTrajectoryDeterminant trajectoryDeterminant, EfficientTradingTrajectoryContinuous efficientTradingTrajectoryContinuous)CoordinatedVariationStatic Constructor -
Uses of EfficientTradingTrajectoryContinuous in org.drip.execution.cost
Methods in org.drip.execution.cost that return EfficientTradingTrajectoryContinuous Modifier and Type Method Description EfficientTradingTrajectoryContinuousLinearTemporaryImpact. 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 classPowerImpactContinuousPowerImpactContinuous contains the Trading Trajectory generated by the Almgren (2003) Power Impact Scheme under the Criterion of No-Drift.