Uses of Interface
org.drip.execution.strategy.TradingTrajectory

Packages that use TradingTrajectory

Package	Description
org.drip.execution.optimum	Almgren-Chriss Efficient Trading Trajectories
org.drip.execution.strategy	Discrete/Continuous Trading Trajectory Schedule

Uses of TradingTrajectory in org.drip.execution.optimum

Subinterfaces of TradingTrajectory in org.drip.execution.optimum

Modifier and Type	Interface	Description
interface	EfficientTradingTrajectory	EfficientTradingTrajectory contains the Efficient Trading Trajectory generated by one of the Methods outlined in the Almgren and Chriss (2000) and Almgren (2003) Scheme for Discrete and Continuous Trading Approximation respectively.

Classes in org.drip.execution.optimum that implement TradingTrajectory

Modifier and Type	Class	Description
class	AlmgrenChrissDiscrete	AlmgrenChrissDiscrete contains the Trading Trajectory generated by the Almgren and Chriss (2000) Scheme under the Criterion of No-Drift.
class	AlmgrenChrissDriftDiscrete	AlmgrenChrissDriftDiscrete contains the Trading Trajectory generated by the Almgren and Chriss (2000) Scheme under the Criterion of Non-zero Drift.
class	EfficientTradingTrajectoryContinuous	EfficientTradingTrajectoryContinuous contains the Efficient Trading Trajectory generated by one of the Methods outlined in the Almgren (2003) Scheme for Continuous Trading Approximation.
class	EfficientTradingTrajectoryDiscrete	EfficientTradingTrajectoryDiscrete contains the Discrete Trading Trajectory generated by a given Optimal Trajectory Generation Scheme.
class	PowerImpactContinuous	PowerImpactContinuous contains the Trading Trajectory generated by the Almgren (2003) Power Impact Scheme under the Criterion of No-Drift.
class	TradingEnhancedDiscrete	TradingEnhancedDiscrete contains the Trading Trajectory generated by one of the Methods outlined in the Almgren (2003) Scheme for Continuous Trading Approximation for Linear Trading Enhanced Temporary Impact Volatility.

Uses of TradingTrajectory in org.drip.execution.strategy

Classes in org.drip.execution.strategy that implement TradingTrajectory

Modifier and Type	Class	Description
class	ContinuousTradingTrajectory	ContinuousTradingTrajectory holds the Continuous Trajectory of a Trading Block that is to be executed over the Specified Horizon.
class	DiscreteTradingTrajectory	DiscreteTradingTrajectory holds the Trajectory of a Trading Block that is to be executed over a Discrete Time Set.
class	MinimumImpactTradingTrajectory	MinimumImpactTradingTrajectory holds the Trajectory of a Trading Block that is to be executed uniformly over Equal Intervals, the Idea being to minimize the Trading Impact.
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.