Uses of Class
org.drip.execution.parameters.AssetTransactionSettings
Package | Description |
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org.drip.execution.parameters |
Empirical Market Impact Coefficients Calibration
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Uses of AssetTransactionSettings in org.drip.execution.parameters
Methods in org.drip.execution.parameters that return AssetTransactionSettings Modifier and Type Method Description AssetTransactionSettings
PriceMarketImpact. ats()
Retrieve the AssetTransactionSettings InstanceConstructors in org.drip.execution.parameters with parameters of type AssetTransactionSettings Constructor Description PriceMarketImpactLinear(AssetTransactionSettings ats, double dblPermanentImpactFactor, double dblTemporaryImpactFactor)
PriceMarketImpactLinear ConstructorPriceMarketImpactPower(AssetTransactionSettings ats, double dblPermanentImpactFactor, double dblTemporaryImpactFactor, double dblDailyVolumeExecutionFactor, double dblTemporaryImpactExponent)
PriceMarketImpactPower Constructor