Uses of Class
org.drip.execution.tradingtime.CoordinatedVariation

Packages that use CoordinatedVariation

Package	Description
org.drip.execution.adaptive	Coordinated Variation Based Adaptive Execution
org.drip.execution.dynamics	Arithmetic Price Evolution Execution Parameters
org.drip.execution.tradingtime	Coordinated Variation Trading Time Models

Uses of CoordinatedVariation in org.drip.execution.adaptive

Methods in org.drip.execution.adaptive that return CoordinatedVariation

Modifier and Type	Method	Description
CoordinatedVariation	CoordinatedVariationTrajectoryGenerator.coordinatedVariationConstraint()	Retrieve the Coordinated Variation Instance

Constructors in org.drip.execution.adaptive with parameters of type CoordinatedVariation

Constructor	Description
CoordinatedVariationTrajectoryGenerator(OrderSpecification orderSpecification, CoordinatedVariation coordinatedVariation, MeanVarianceObjectiveUtility meanVarianceObjectiveUtility, NonDimensionalCostEvolver nonDimensionalCostEvolver, int tradeRateInitializer)	CoordinatedVariationTrajectoryGenerator Constructor

Uses of CoordinatedVariation in org.drip.execution.dynamics

Methods in org.drip.execution.dynamics with parameters of type CoordinatedVariation

Modifier and Type	Method	Description
static ArithmeticPriceEvolutionParameters	ArithmeticPriceEvolutionParametersBuilder.CoordinatedVariation(R1ToR1 r1ToR1Volatility, CoordinatedVariation cv)	Construct a Arithmetic Price Evolution Parameters from Coordinated Variation Instance
static ArithmeticPriceEvolutionParameters	ArithmeticPriceEvolutionParametersBuilder.DeterministicCoordinatedVariation(double dblPriceVolatility, CoordinatedVariation cv)	Construct a Arithmetic Price Evolution Parameters from a Deterministic Coordinated Variation Instance
static LinearPermanentExpectationParameters	ArithmeticPriceEvolutionParametersBuilder.ReferenceCoordinatedVariation(CoordinatedVariation cv)	Construct a Linear Permanent Evolution Parameters from a Deterministic Coordinated Variation Instance

Uses of CoordinatedVariation in org.drip.execution.tradingtime

Methods in org.drip.execution.tradingtime that return CoordinatedVariation

Modifier and Type	Method	Description
CoordinatedVariation	CoordinatedMarketState.variationConstraint()	Retrieve the Coordinated Variation Constraint
CoordinatedVariation	CoordinatedParticipationRateLinear.variationConstraint()	Retrieve the Coordinated Variation Constraint

Methods in org.drip.execution.tradingtime with parameters of type CoordinatedVariation

Modifier and Type	Method	Description
double	VolumeTimeFrame.transactionCostIncrement(CoordinatedVariation cv)	Generate the Transaction Cost Increment

Constructors in org.drip.execution.tradingtime with parameters of type CoordinatedVariation

Constructor	Description
CoordinatedMarketState(CoordinatedVariation cv)	CoordinatedParticipationRateLinear Constructor
CoordinatedParticipationRateLinear(CoordinatedVariation cv, R1ToR1 r1ToR1Volatility)	CoordinatedParticipationRateLinear Constructor