Uses of Package
org.drip.execution.profiletime
| 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
|
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Classes in org.drip.execution.profiletime used by org.drip.execution.dynamics Class 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. -
Classes in org.drip.execution.profiletime used by org.drip.execution.profiletime Class 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. -
Classes in org.drip.execution.profiletime used by org.drip.execution.tradingtime Class 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.