Uses of Class
org.drip.oms.indifference.ClaimsPositionPricer
| Package | Description |
|---|---|
| org.drip.oms.indifference |
Reservation Price Good-deal Bounds
|
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Uses of ClaimsPositionPricer in org.drip.oms.indifference
Methods in org.drip.oms.indifference that return ClaimsPositionPricer Modifier and Type Method Description ClaimsPositionPricerReservationPricer. askClaimsPositionPricer()Retrieve the Ask Claims Position PricerClaimsPositionPricerReservationPricer. bidClaimsPositionPricer()Retrieve the Bid Claims Position PricerClaimsPositionPricerPositionVertex. claimsPositionPricer()Retrieve the Claims Payoff FunctionClaimsPositionPricerUtilityFunctionExpectation. claimsPositionPricer()Retrieve the Claims Position PricerClaimsPositionPricerClaimsPositionPricer. UnitAsk(R1ToR1 payoffFunction)Construct a Unit Ask ClaimsPositionPricer InstanceClaimsPositionPricerClaimsPositionPricer. UnitBid(R1ToR1 payoffFunction)Construct a Unit Bid ClaimsPositionPricer InstanceConstructors in org.drip.oms.indifference with parameters of type ClaimsPositionPricer Constructor Description PositionVertex(InventoryVertex inventory, RealizationVertex realization, ClaimsPositionPricer claimsPositionPricer)PositionVertex ConstructorUtilityFunctionExpectation(UtilityFunction agentOptimizer, ClaimsPositionPricer claimsPositionPricer, InventoryVertex inventoryVertex, double moneyMarketPrice)UtilityFunctionExpectation Constructor