Uses of Package
org.drip.oms.benchmark
| Package | Description |
|---|---|
| org.drip.oms.benchmark |
Benchmark/Tie/Peg Price Thresholds
|
| org.drip.oms.thresholded |
Implementation of Thresholded Limit Order
|
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Classes in org.drip.oms.benchmark used by org.drip.oms.benchmark Class Description AggressiveMarketMakingPegScheme AggressiveMarketMakingPegScheme implements the Aggressively Jumping Market Making Scheme for Peg Orders.MarketMakingPegScheme MarketMakingPegScheme abstracts the core Market Making Scheme for Peg Orders.PegScheme PegScheme exposes the Peg Price Generation Scheme for Peg Orders.VWAP VWAP implements the Volume-Weighted Average Price VWAP that carries the Metrics associated with Trades in a Session. -
Classes in org.drip.oms.benchmark used by org.drip.oms.thresholded Class Description PegScheme PegScheme exposes the Peg Price Generation Scheme for Peg Orders.