Uses of Class
org.drip.execution.optimum.TradingEnhancedDiscrete
Package | Description |
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org.drip.execution.optimum |
Almgren-Chriss Efficient Trading Trajectories
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Uses of TradingEnhancedDiscrete in org.drip.execution.optimum
Methods in org.drip.execution.optimum that return TradingEnhancedDiscrete Modifier and Type Method Description static TradingEnhancedDiscrete
TradingEnhancedDiscrete. Standard(DiscreteTradingTrajectory dtt, ArithmeticPriceEvolutionParameters apep, double dblCharacteristicTime, double dblCharacteristicSize)
Construct a Standard TradingEnhancedDiscrete Instance