Uses of Class
org.drip.execution.strategy.OrderSpecification
Package | Description |
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org.drip.execution.adaptive |
Coordinated Variation Based Adaptive Execution
|
org.drip.execution.nonadaptive |
Almgren-Chriss Static Optimal Trajectory
|
org.drip.execution.strategy |
Discrete/Continuous Trading Trajectory Schedule
|
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Uses of OrderSpecification in org.drip.execution.adaptive
Methods in org.drip.execution.adaptive that return OrderSpecification Modifier and Type Method Description OrderSpecification
CoordinatedVariationTrajectoryGenerator. orderSpecification()
Retrieve the Order SpecificationConstructors in org.drip.execution.adaptive with parameters of type OrderSpecification Constructor Description CoordinatedVariationTrajectoryGenerator(OrderSpecification os, CoordinatedVariation cv, MeanVarianceObjectiveUtility mvou, NonDimensionalCostEvolver ndce, int iTradeRateInitializer)
CoordinatedVariationTrajectoryGenerator Constructor -
Uses of OrderSpecification in org.drip.execution.nonadaptive
Methods in org.drip.execution.nonadaptive that return OrderSpecification Modifier and Type Method Description OrderSpecification
StaticOptimalSchemeContinuous. orderSpecification()
Retrieve the Order SpecificationConstructors in org.drip.execution.nonadaptive with parameters of type OrderSpecification Constructor Description ContinuousAlmgrenChriss(OrderSpecification os, LinearPermanentExpectationParameters lpep, MeanVarianceObjectiveUtility mvou)
ContinuousAlmgrenChriss ConstructorStaticOptimalSchemeContinuous(OrderSpecification os, ArithmeticPriceEvolutionParameters apep, ObjectiveUtility ou)
StaticOptimalSchemeContinuous Constructor -
Uses of OrderSpecification in org.drip.execution.strategy
Methods in org.drip.execution.strategy that return OrderSpecification Modifier and Type Method Description OrderSpecification
DiscreteTradingTrajectoryControl. order()
Generate the Order Specification corresponding to the Trajectory ControlMethods in org.drip.execution.strategy with parameters of type OrderSpecification 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