Package org.drip.oms.exchange

Implementation of Venue Order Handling
Author:
Lakshmi Krishnamurthy
  • Interface Summary
    Interface Description
    PricingRebateFunction
    PricingRebateFunction estimates Fee for the specified Price and Size at the given Venue.
  • Class Summary
    Class Description
    CrossVenueMontageDigest
    CrossVenueMontageDigest contains the Digest of cross-Venue Montage Calculation.
    CrossVenueMontageProcessor
    CrossVenueMontageProcessor compiles and processes cross-Venue Montage Functionality.
    OperatingHours
    OperatingHours maintains the Venue Specific Operating Hours.
    Venue
    Venue implements Functionality corresponding to a Venue.
    VenueSettings
    VenueSettings maintains the Settings that Relate to a Venue.