Uses of Class
org.drip.execution.principal.OptimalMeasureDependence
Package | Description |
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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 OptimalMeasureDependence
HorizonInformationRatioDependence. omdHorizon()
Retrieve the Optimal Measure Dependence for the Time HorizonOptimalMeasureDependence
HorizonInformationRatioDependence. 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