All Known Implementing Classes:: AlmgrenChrissDiscrete, AlmgrenChrissDriftDiscrete, ContinuousTradingTrajectory, DiscreteTradingTrajectory, EfficientTradingTrajectoryContinuous, EfficientTradingTrajectoryDiscrete, MinimumImpactTradingTrajectory, MinimumVarianceTradingTrajectory, PowerImpactContinuous, TradingEnhancedDiscrete

public interface TradingTrajectory

TradingTrajectory holds the Continuous/Discrete Trajectory of a Trading Block that is to be executed over a Discrete Time Set. The References are:

Almgren, R., and N. Chriss (1999): Value under Liquidation Risk 12 (12)
Almgren, R., and N. Chriss (2000): Optimal Execution of Portfolio Transactions Journal of Risk 3 (2) 5-39
Bertsimas, D., and A. W. Lo (1998): Optimal Control of Execution Costs Journal of Financial Markets 1 1-50
Chan, L. K. C., and J. Lakonishak (1995): The Behavior of Stock Prices around Institutional Trades Journal of Finance 50 1147-1174
Keim, D. B., and A. Madhavan (1997): Transaction Costs and Investment Style: An Inter-exchange Analysis of Institutional Equity Trades Journal of Financial Economics 46 265-292

Module = Product Core Module
Library = Transaction Cost Analytics
Project = Optimal Impact/Capture Based Trading Trajectories - Deterministic, Stochastic, Static, and Dynamic
Package = Discrete/Continuous Trading Trajectory Schedule

Method Summary

Modifier and Type	Method	Description
`double`	`executedBlockSize()`	Retrieve the Executed Block Size
`double`	`executionTime()`	Retrieve the Execution Time
`double`	`instantTradeRate()`	Retrieve the Instant Trade Rate
`double`	`tradeSize()`	Retrieve the Trade Size

Interface TradingTrajectory