Uses of Package
org.drip.oms.fill
| Package | Description |
|---|---|
| org.drip.oms.fill |
Implementation of Order Fulfillment Schemes
|
| org.drip.oms.transaction |
Order Specification and Session Metrics
|
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Classes in org.drip.oms.fill used by org.drip.oms.fill Class Description NestedFulfillmentScheme NestedFulfillmentScheme implements an Order Fulfillment Scheme by generating Nested Child Orders.OrderExecutionProvider VWAP implements the Volume-Weighted Average Price VWAP that carries the Metrics associated with Trades in a Session.OrderFulfillment OrderFulfillment holds the Details of a Filled Order. -
Classes in org.drip.oms.fill used by org.drip.oms.transaction Class Description OrderFulfillment OrderFulfillment holds the Details of a Filled Order.