Uses of Class
org.drip.execution.strategy.MinimumImpactTradingTrajectory
| Package | Description |
|---|---|
| org.drip.execution.capture |
Execution Trajectory Transaction Cost Capture
|
| 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 classMinimumVarianceTradingTrajectoryMinimumVarianceTradingTrajectory 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 MinimumImpactTradingTrajectoryMinimumImpactTradingTrajectory. Standard(double dblStartHoldings, double dblFinishHoldings, double dblStartTime, double dblFinishTime, int iNumInterval)Create a MinimumImpactTradingTrajectory Instance from Equal Intervals