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
|
-
Uses of DiscreteTradingTrajectoryControl in org.drip.execution.nonadaptive
Methods in org.drip.execution.nonadaptive that return DiscreteTradingTrajectoryControl Modifier and Type Method Description DiscreteTradingTrajectoryControl
StaticOptimalSchemeDiscrete. 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 DiscreteTradingTrajectoryControl
DiscreteTradingTrajectoryControl. FixedInterval(OrderSpecification os, int iNumInterval)
Create a DiscreteTradingTrajectoryControl from Fixed Intervalsstatic DiscreteTradingTrajectoryControl
DiscreteTradingTrajectoryControl. SingleInterval(OrderSpecification os)
Create a Single Interval DiscreteTradingTrajectoryControl Instance from the Order Specification