Uses of Interface
org.drip.execution.sensitivity.ControlNodesGreekGenerator
| Package | Description |
|---|---|
| org.drip.execution.capture |
Execution Trajectory Transaction Cost Capture
|
| org.drip.execution.discrete |
Trajectory Slice Execution Cost Distribution
|
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Uses of ControlNodesGreekGenerator in org.drip.execution.capture
Classes in org.drip.execution.capture that implement ControlNodesGreekGenerator Modifier and Type Class Description classLinearImpactBlockTrajectoryEstimatorLinearImpactBlockTrajectoryEstimator estimates the Price/Cost Distribution associated with the Single Block Trading Trajectory generated using the Linear Market Impact Evolution Parameters.classLinearImpactTrajectoryEstimatorLinearImpactTrajectoryEstimator estimates the Price/Cost Distribution associated with the Trading Trajectory generated using the Linear Market Impact Evolution Parameters.classLinearImpactUniformTrajectoryEstimatorLinearImpactUniformTrajectoryEstimator estimates the Price/Cost Distribution associated with the Uniform Trading Trajectory generated using the Linear Market Impact Evolution Parameters.classTrajectoryShortfallEstimatorTrajectoryShortfallEstimator estimates the Price/Short Fall Distribution associated with the Trading Trajectory generated using the specified Evolution Parameters. -
Uses of ControlNodesGreekGenerator in org.drip.execution.discrete
Classes in org.drip.execution.discrete that implement ControlNodesGreekGenerator Modifier and Type Class Description classSliceSlice implements the Arithmetic Dynamics of the Price/Cost Movements exhibited by an Asset owing to the Volatility and the Market Impact Factors on a Trajectory Slice.