Uses of Class
org.drip.execution.strategy.OrderSpecification
| Package | Description |
|---|---|
| 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 OrderSpecificationCoordinatedVariationTrajectoryGenerator. orderSpecification()Retrieve the Order SpecificationConstructors in org.drip.execution.adaptive with parameters of type OrderSpecification Constructor Description CoordinatedVariationTrajectoryGenerator(OrderSpecification orderSpecification, CoordinatedVariation coordinatedVariation, MeanVarianceObjectiveUtility meanVarianceObjectiveUtility, NonDimensionalCostEvolver nonDimensionalCostEvolver, int tradeRateInitializer)CoordinatedVariationTrajectoryGenerator Constructor -
Uses of OrderSpecification in org.drip.execution.nonadaptive
Methods in org.drip.execution.nonadaptive that return OrderSpecification Modifier and Type Method Description OrderSpecificationStaticOptimalSchemeContinuous. 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 OrderSpecificationDiscreteTradingTrajectoryControl. 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 DiscreteTradingTrajectoryControlDiscreteTradingTrajectoryControl. FixedInterval(OrderSpecification os, int iNumInterval)Create a DiscreteTradingTrajectoryControl from Fixed Intervalsstatic DiscreteTradingTrajectoryControlDiscreteTradingTrajectoryControl. SingleInterval(OrderSpecification os)Create a Single Interval DiscreteTradingTrajectoryControl Instance from the Order Specification