Package org.drip.execution.profiletime

Participation Rate Profile Time Models
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    BackgroundParticipationRate
    BackgroundParticipationRate exposes the Background Profile Adjusted Version of the Participation Rate Transaction Function as described in the "Trading Time" Model.
    BackgroundParticipationRateLinear
    BackgroundParticipationRateLinear exposes the Background Profile Adjusted Version of the Linear Participation Rate Transaction Function as described in the "Trading Time" Model.
  • Class Summary
    Class Description
    UniformParticipationRate
    UniformParticipationRate exposes the Uniform Background Profile Adjusted Version of the Uniform Participation Rate Transaction Function as described in the "Trading Time" Model.
    UniformParticipationRateLinear
    UniformParticipationRateLinear exposes the Uniform Background Profile Adjusted Version of the Linear Participation Rate Transaction Function as described in the "Trading Time" Model.