Uses of Class
org.drip.execution.strategy.ContinuousTradingTrajectory

Packages that use ContinuousTradingTrajectory

Package	Description
org.drip.execution.optimum	Almgren-Chriss Efficient Trading Trajectories
org.drip.execution.strategy	Discrete/Continuous Trading Trajectory Schedule

Uses of ContinuousTradingTrajectory in org.drip.execution.optimum

Subclasses of ContinuousTradingTrajectory in org.drip.execution.optimum

Modifier and Type	Class	Description
class	EfficientTradingTrajectoryContinuous	EfficientTradingTrajectoryContinuous contains the Efficient Trading Trajectory generated by one of the Methods outlined in the Almgren (2003) Scheme for Continuous Trading Approximation.
class	PowerImpactContinuous	PowerImpactContinuous contains the Trading Trajectory generated by the Almgren (2003) Power Impact Scheme under the Criterion of No-Drift.

Uses of ContinuousTradingTrajectory in org.drip.execution.strategy

Methods in org.drip.execution.strategy that return ContinuousTradingTrajectory

Modifier and Type	Method	Description
static ContinuousTradingTrajectory	ContinuousTradingTrajectory.Standard(double dblExecutionTime, R1ToR1 r1ToR1Holdings, R1ToR1 r1ToR1TransactionCostExpectation, R1ToR1 r1ToR1TransactionCostVariance)	Construct a Standard Instance of ContinuousTradingTrajectory