Uses of Class
org.drip.execution.parameters.ArithmeticPriceDynamicsSettings

Packages that use ArithmeticPriceDynamicsSettings

Package	Description
org.drip.execution.dynamics	Arithmetic Price Evolution Execution Parameters
org.drip.execution.parameters	Empirical Market Impact Coefficients Calibration

Uses of ArithmeticPriceDynamicsSettings in org.drip.execution.dynamics

Methods in org.drip.execution.dynamics that return ArithmeticPriceDynamicsSettings

Modifier and Type	Method	Description
ArithmeticPriceDynamicsSettings	ArithmeticPriceEvolutionParameters.arithmeticPriceDynamicsSettings()	Retrieve the Arithmetic Price Dynamics Settings Instance

Methods in org.drip.execution.dynamics with parameters of type ArithmeticPriceDynamicsSettings

Modifier and Type	Method	Description
static LinearPermanentExpectationParameters	ArithmeticPriceEvolutionParametersBuilder.Almgren2003(ArithmeticPriceDynamicsSettings apds, BackgroundParticipationRateLinear bprlPermanentExpectation, BackgroundParticipationRate bprTemporaryExpectation)	Almgren 2003 Version of LinearPermanentExpectationParameters Instance
static LinearPermanentExpectationParameters	ArithmeticPriceEvolutionParametersBuilder.LinearExpectation(ArithmeticPriceDynamicsSettings apds, BackgroundParticipationRateLinear bprlPermanentExpectation, BackgroundParticipationRateLinear bprlTemporaryExpectation)	Linear Expectation Version of LinearPermanentExpectationParameters Instance

Constructors in org.drip.execution.dynamics with parameters of type ArithmeticPriceDynamicsSettings

Constructor	Description
ArithmeticPriceEvolutionParameters(ArithmeticPriceDynamicsSettings apds, BackgroundParticipationRate bprPermanentExpectation, BackgroundParticipationRate bprTemporaryExpectation, BackgroundParticipationRate bprPermanentVolatility, BackgroundParticipationRate bprTemporaryVolatility)	ArithmeticPriceEvolutionParameters Constructor
LinearPermanentExpectationParameters(ArithmeticPriceDynamicsSettings apds, BackgroundParticipationRateLinear bprlPermanentExpectation, BackgroundParticipationRate bprTemporaryExpectation)	LinearPermanentExpectationParameters Constructor

Uses of ArithmeticPriceDynamicsSettings in org.drip.execution.parameters

Methods in org.drip.execution.parameters that return ArithmeticPriceDynamicsSettings

Modifier and Type	Method	Description
static ArithmeticPriceDynamicsSettings	ArithmeticPriceDynamicsSettings.FromAnnualReturnsSettings(double dblAnnualReturnsExpectation, double dblAnnualReturnsVolatility, double dblSerialCorrelation, double dblPrice)	Construct the Asset Dynamics Settings from the Annual Returns Parameters