Uses of Class
org.drip.execution.strategy.DiscreteTradingTrajectoryControl
| Package | Description |
|---|---|
| org.drip.execution.nonadaptive |
Almgren-Chriss Static Optimal Trajectory
|
| org.drip.execution.strategy |
Discrete/Continuous Trading Trajectory Schedule
|
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Uses of DiscreteTradingTrajectoryControl in org.drip.execution.nonadaptive
Methods in org.drip.execution.nonadaptive that return DiscreteTradingTrajectoryControl Modifier and Type Method Description DiscreteTradingTrajectoryControlStaticOptimalSchemeDiscrete. control()Retrieve the Discrete Trajectory Control SettingsConstructors in org.drip.execution.nonadaptive with parameters of type DiscreteTradingTrajectoryControl Constructor Description StaticOptimalSchemeDiscrete(DiscreteTradingTrajectoryControl dttc, ArithmeticPriceEvolutionParameters apep, ObjectiveUtility ou)StaticOptimalSchemeDiscrete Constructor -
Uses of DiscreteTradingTrajectoryControl in org.drip.execution.strategy
Methods in org.drip.execution.strategy that return DiscreteTradingTrajectoryControl Modifier and Type Method Description static DiscreteTradingTrajectoryControlDiscreteTradingTrajectoryControl. FixedInterval(OrderSpecification os, int iNumInterval)Create a DiscreteTradingTrajectoryControl from Fixed Intervalsstatic DiscreteTradingTrajectoryControlDiscreteTradingTrajectoryControl. SingleInterval(OrderSpecification os)Create a Single Interval DiscreteTradingTrajectoryControl Instance from the Order Specification