Uses of Interface
org.drip.execution.profiletime.BackgroundParticipationRateLinear

Packages that use BackgroundParticipationRateLinear

Package	Description
org.drip.execution.dynamics	Arithmetic Price Evolution Execution Parameters
org.drip.execution.profiletime	Participation Rate Profile Time Models
org.drip.execution.tradingtime	Coordinated Variation Trading Time Models

Uses of BackgroundParticipationRateLinear in org.drip.execution.dynamics

Methods in org.drip.execution.dynamics that return BackgroundParticipationRateLinear

Modifier and Type	Method	Description
BackgroundParticipationRateLinear	LinearPermanentExpectationParameters.linearPermanentExpectation()	Retrieve the Background Participation Linear Permanent Market Impact Expectation Function

Methods in org.drip.execution.dynamics with parameters of type BackgroundParticipationRateLinear

Modifier and Type	Method	Description
static LinearPermanentExpectationParameters	ArithmeticPriceEvolutionParametersBuilder.Almgren2003(ArithmeticPriceDynamicsSettings apds, BackgroundParticipationRateLinear bprlPermanentExpectation, BackgroundParticipationRate bprTemporaryExpectation)	Almgren 2003 Version of LinearPermanentExpectationParameters Instance
static LinearPermanentExpectationParameters	ArithmeticPriceEvolutionParametersBuilder.LinearExpectation(ArithmeticPriceDynamicsSettings apds, BackgroundParticipationRateLinear bprlPermanentExpectation, BackgroundParticipationRateLinear bprlTemporaryExpectation)	Linear Expectation Version of LinearPermanentExpectationParameters Instance
static ArithmeticPriceEvolutionParameters	ArithmeticPriceEvolutionParametersBuilder.TradingEnhancedVolatility(double dblPriceVolatility, BackgroundParticipationRateLinear bprlTemporaryExpectation, BackgroundParticipationRateLinear bprlTemporaryVolatility)	Trading Enhanced Volatility ArithmeticPriceEvolutionParameters Instance

Constructors in org.drip.execution.dynamics with parameters of type BackgroundParticipationRateLinear

Constructor	Description
LinearPermanentExpectationParameters(ArithmeticPriceDynamicsSettings apds, BackgroundParticipationRateLinear bprlPermanentExpectation, BackgroundParticipationRate bprTemporaryExpectation)	LinearPermanentExpectationParameters Constructor

Uses of BackgroundParticipationRateLinear in org.drip.execution.profiletime

Classes in org.drip.execution.profiletime that implement BackgroundParticipationRateLinear

Modifier and Type	Class	Description
class	UniformParticipationRateLinear	UniformParticipationRateLinear exposes the Uniform Background Profile Adjusted Version of the Linear Participation Rate Transaction Function as described in the "Trading Time" Model.

Uses of BackgroundParticipationRateLinear in org.drip.execution.tradingtime

Classes in org.drip.execution.tradingtime that implement BackgroundParticipationRateLinear

Modifier and Type	Class	Description
class	CoordinatedParticipationRateLinear	CoordinatedParticipationRateLinear implements the Coordinated Variation Version of the Linear Participation Rate Transaction Function as described in the "Trading Time" Model.