Uses of Class
org.drip.execution.strategy.MinimumVarianceTradingTrajectory
Package | Description |
---|---|
org.drip.execution.capture |
Execution Trajectory Transaction Cost Capture
|
-
Uses of MinimumVarianceTradingTrajectory in org.drip.execution.capture
Constructors in org.drip.execution.capture with parameters of type MinimumVarianceTradingTrajectory Constructor Description LinearImpactBlockTrajectoryEstimator(MinimumVarianceTradingTrajectory mvttBlock)
LinearImpactBlockTrajectoryCost Constructor