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

Packages that use EfficientTradingTrajectoryDiscrete

Package	Description
org.drip.execution.nonadaptive	Almgren-Chriss Static Optimal Trajectory
org.drip.execution.optimum	Almgren-Chriss Efficient Trading Trajectories

Uses of EfficientTradingTrajectoryDiscrete in org.drip.execution.nonadaptive

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

Modifier and Type	Method	Description
EfficientTradingTrajectoryDiscrete	DiscreteAlmgrenChriss.generate()
EfficientTradingTrajectoryDiscrete	DiscreteAlmgrenChrissDrift.generate()

Uses of EfficientTradingTrajectoryDiscrete in org.drip.execution.optimum

Subclasses of EfficientTradingTrajectoryDiscrete in org.drip.execution.optimum

Modifier and Type	Class	Description
class	AlmgrenChrissDiscrete	AlmgrenChrissDiscrete contains the Trading Trajectory generated by the Almgren and Chriss (2000) Scheme under the Criterion of No-Drift.
class	AlmgrenChrissDriftDiscrete	AlmgrenChrissDriftDiscrete contains the Trading Trajectory generated by the Almgren and Chriss (2000) Scheme under the Criterion of Non-zero Drift.
class	TradingEnhancedDiscrete	TradingEnhancedDiscrete contains the Trading Trajectory generated by one of the Methods outlined in the Almgren (2003) Scheme for Continuous Trading Approximation for Linear Trading Enhanced Temporary Impact Volatility.

Methods in org.drip.execution.optimum that return EfficientTradingTrajectoryDiscrete

Modifier and Type	Method	Description
static EfficientTradingTrajectoryDiscrete	EfficientTradingTrajectoryDiscrete.Standard(double[] adblExecutionTimeNode, double[] adblHoldings, ArithmeticPriceEvolutionParameters apep)	Construct a Standard EfficientTradingTrajectoryDiscrete Instance