Uses of Class
org.drip.execution.parameters.PriceMarketImpactLinear
Package | Description |
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org.drip.execution.parameters |
Empirical Market Impact Coefficients Calibration
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Uses of PriceMarketImpactLinear in org.drip.execution.parameters
Methods in org.drip.execution.parameters that return PriceMarketImpactLinear Modifier and Type Method Description static PriceMarketImpactLinear
PriceMarketImpactLinear. AlmgrenChriss(double dblPrice, double dblDailyVolume, double dblBidAskSpread)
Construct a Standard PriceMarketImpactLinear Instance