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

Packages that use DiscreteTradingTrajectory

Package	Description
org.drip.execution.capture	Execution Trajectory Transaction Cost Capture
org.drip.execution.optimum	Almgren-Chriss Efficient Trading Trajectories
org.drip.execution.strategy	Discrete/Continuous Trading Trajectory Schedule

Uses of DiscreteTradingTrajectory in org.drip.execution.capture

Methods in org.drip.execution.capture that return DiscreteTradingTrajectory

Modifier and Type	Method	Description
DiscreteTradingTrajectory	TrajectoryShortfallEstimator.trajectory()	Retrieve the Underlying Trading Trajectory Instance

Constructors in org.drip.execution.capture with parameters of type DiscreteTradingTrajectory

Constructor	Description
LinearImpactTrajectoryEstimator(DiscreteTradingTrajectory tt)	LinearImpactTrajectoryEstimator Constructor
TrajectoryShortfallEstimator(DiscreteTradingTrajectory tt)	TrajectoryShortfallEstimator Constructor

Uses of DiscreteTradingTrajectory in org.drip.execution.optimum

Subclasses of DiscreteTradingTrajectory in org.drip.execution.optimum

Modifier and Type	Class	Description
class	AlmgrenChrissDiscrete	AlmgrenChrissDiscrete contains the Trading Trajectory generated by the Almgren and Chriss (2000) Scheme under the Criterion of No-Drift.
class	AlmgrenChrissDriftDiscrete	AlmgrenChrissDriftDiscrete contains the Trading Trajectory generated by the Almgren and Chriss (2000) Scheme under the Criterion of Non-zero Drift.
class	EfficientTradingTrajectoryDiscrete	EfficientTradingTrajectoryDiscrete contains the Discrete Trading Trajectory generated by a given Optimal Trajectory Generation Scheme.
class	TradingEnhancedDiscrete	TradingEnhancedDiscrete contains the Trading Trajectory generated by one of the Methods outlined in the Almgren (2003) Scheme for Continuous Trading Approximation for Linear Trading Enhanced Temporary Impact Volatility.

Methods in org.drip.execution.optimum with parameters of type DiscreteTradingTrajectory

Modifier and Type	Method	Description
static TradingEnhancedDiscrete	TradingEnhancedDiscrete.Standard(DiscreteTradingTrajectory dtt, ArithmeticPriceEvolutionParameters apep, double dblCharacteristicTime, double dblCharacteristicSize)	Construct a Standard TradingEnhancedDiscrete Instance

Uses of DiscreteTradingTrajectory in org.drip.execution.strategy

Subclasses of DiscreteTradingTrajectory in org.drip.execution.strategy

Modifier and Type	Class	Description
class	MinimumImpactTradingTrajectory	MinimumImpactTradingTrajectory holds the Trajectory of a Trading Block that is to be executed uniformly over Equal Intervals, the Idea being to minimize the Trading Impact.
class	MinimumVarianceTradingTrajectory	MinimumVarianceTradingTrajectory holds the Trajectory of a Trading Block that is to be executed in a Single Block, the Idea being to minimize the Trading Variance.

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

Modifier and Type	Method	Description
static DiscreteTradingTrajectory	DiscreteTradingTrajectory.Linear(double[] adblExecutionTimeNode, double dblStartHoldings, double dblFinishHoldings)	Construct a Linear DiscreteTradingTrajectory Instance
static DiscreteTradingTrajectory	DiscreteTradingTrajectory.Standard(double[] adblExecutionTimeNode, double[] adblHoldings)	Construct a Standard DiscreteTradingTrajectory Instance