Uses of Class
org.drip.execution.sensitivity.TrajectoryControlNodesGreek
Package | Description |
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org.drip.execution.risk |
Optimal Execution MVO Efficient Frontier
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Uses of TrajectoryControlNodesGreek in org.drip.execution.risk
Methods in org.drip.execution.risk with parameters of type TrajectoryControlNodesGreek Modifier and Type Method Description ControlNodesGreek
MeanVarianceObjectiveUtility. sensitivity(TrajectoryControlNodesGreek tcngExpectation, TrajectoryControlNodesGreek tcngVariance)
ControlNodesGreek
ObjectiveUtility. sensitivity(TrajectoryControlNodesGreek tcngExpectation, TrajectoryControlNodesGreek tcngVariance)
Generate the Objective Function Sensitivity given the Expectation and the Variance Control Node SensitivityControlNodesGreek
PowerVarianceObjectiveUtility. sensitivity(TrajectoryControlNodesGreek tcngExpectation, TrajectoryControlNodesGreek tcngVariance)