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

Packages that use PriceMarketImpact

Package	Description
org.drip.execution.parameters	Empirical Market Impact Coefficients Calibration

Uses of PriceMarketImpact in org.drip.execution.parameters

Subclasses of PriceMarketImpact in org.drip.execution.parameters

Modifier and Type	Class	Description
class	PriceMarketImpactLinear	PriceMarketImpactLinear contains the Linear Price Market Impact Inputs used in the Construction of the Impact Parameters for the Almgren and Chriss (2000) Optimal Trajectory Generation Scheme.
class	PriceMarketImpactPower	PriceMarketImpactPower contains the Power Law based Price Market Impact Inputs used in the Construction of the Impact Parameters for the Almgren and Chriss (2000) Optimal Trajectory Generation Scheme.