Uses of Class
org.drip.execution.strategy.MinimumImpactTradingTrajectory
Package | Description |
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org.drip.execution.capture |
Execution Trajectory Transaction Cost Capture
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org.drip.execution.strategy |
Discrete/Continuous Trading Trajectory Schedule
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Uses of MinimumImpactTradingTrajectory in org.drip.execution.capture
Constructors in org.drip.execution.capture with parameters of type MinimumImpactTradingTrajectory Constructor Description LinearImpactUniformTrajectoryEstimator(MinimumImpactTradingTrajectory mittUniform)
LinearImpactUniformTrajectoryEstimator Constructor -
Uses of MinimumImpactTradingTrajectory in org.drip.execution.strategy
Subclasses of MinimumImpactTradingTrajectory in org.drip.execution.strategy Modifier and Type Class Description 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 MinimumImpactTradingTrajectory Modifier and Type Method Description static MinimumImpactTradingTrajectory
MinimumImpactTradingTrajectory. Standard(double dblStartHoldings, double dblFinishHoldings, double dblStartTime, double dblFinishTime, int iNumInterval)
Create a MinimumImpactTradingTrajectory Instance from Equal Intervals