RealizationVertex

java.lang.Object

org.drip.oms.indifference.RealizationVertex

public class RealizationVertex
extends java.lang.Object

RealizationVertex holds the Vertex Realization of the Money Market and the Underlier Prices. 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

Module = Product Core Module
Library = Transaction Cost Analytics
Project = R^d Order Specification, Handling, and Management
Package = Reservation Price Good-deal Bounds

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

RealizationVertex(double moneyMarketPrice, double underlierPrice)
RealizationVertex Constructor
Method Summary

Modifier and Type Method Description

double moneyMarketPrice()
Retrieve the Price of Money Market Entity

double underlierPrice()
Retrieve the Price of the Underlier

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- RealizationVertex
  
  public RealizationVertex(double moneyMarketPrice, double underlierPrice) throws java.lang.Exception
  
  RealizationVertex Constructor
  
  Parameters:
  
  moneyMarketPrice - Unit Money Market Price
  
  underlierPrice - Unit Underlier Price
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- moneyMarketPrice
  
  public double moneyMarketPrice()
  
  Retrieve the Price of Money Market Entity
  
  Returns:
  
  Number of Money Market Entity
- underlierPrice
  
  public double underlierPrice()
  
  Retrieve the Price of the Underlier
  
  Returns:
  
  Price of the Underlier