Uses of Class
org.drip.execution.principal.OptimalMeasureDependence
| Package | Description |
|---|---|
| org.drip.execution.principal |
Information Ratio Based Principal Trades
|
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Uses of OptimalMeasureDependence in org.drip.execution.principal
Methods in org.drip.execution.principal that return OptimalMeasureDependence Modifier and Type Method Description OptimalMeasureDependenceHorizonInformationRatioDependence. omdHorizon()Retrieve the Optimal Measure Dependence for the Time HorizonOptimalMeasureDependenceHorizonInformationRatioDependence. omdInformationRatio()Retrieve the Optimal Measure Dependence for the Time HorizonConstructors in org.drip.execution.principal with parameters of type OptimalMeasureDependence Constructor Description HorizonInformationRatioDependence(OptimalMeasureDependence omdHorizon, OptimalMeasureDependence omdInformationRatio)HorizonInformationRatioDependence Constructor