Package org.drip.oms.indifference

Class InventoryVertex

java.lang.Object
org.drip.oms.indifference.InventoryVertex
public class InventoryVertex
extends java.lang.Object
HoldingsVertex holds the Vertex Values of Money Market, Underlier, and Claims Inventory. The References are:

  • Birge, J. R. (2008): Financial Engineering Elsevier Amsterdam Netherlands
  • Carmona, R. (2009): Indifference Pricing: Theory and Applications Princeton University Press Princeton NJ
  • Vassilis, P. (2005): Slow and Fast Markets Journal of Economics and Business 57 (6) 576-593
  • Weiss, D. (2006): After the Trade is Made: Processing Securities Transactions Portfolio Publishing London UK
  • Wikipedia (2021): Indifference Price https://en.wikipedia.org/wiki/Indifference_price


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    InventoryVertex​(double moneyMarketUnits, double underlierUnits)
    InventoryVertex Constructor

  • Method Summary

    Modifier and Type Method Description
    double moneyMarketUnits()
    Retrieve the Number of Money Market Units
    double underlierUnits()
    Retrieve the Number of Underlier Units

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • InventoryVertex

      public InventoryVertex​(double moneyMarketUnits, double underlierUnits) throws java.lang.Exception
      InventoryVertex Constructor
      Parameters:
      moneyMarketUnits - Number of Money Market Units
      underlierUnits - Number of Underlier Units
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • moneyMarketUnits

      public double moneyMarketUnits()
      Retrieve the Number of Money Market Units
      Returns:
      Number of Money Market Units

    • underlierUnits

      public double underlierUnits()
      Retrieve the Number of Underlier Units
      Returns:
      Number of Underlier Units