Uses of Class
org.drip.oms.indifference.ClaimsPositionPricer
Package | Description |
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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 ClaimsPositionPricer
ReservationPricer. askClaimsPositionPricer()
Retrieve the Ask Claims Position PricerClaimsPositionPricer
ReservationPricer. bidClaimsPositionPricer()
Retrieve the Bid Claims Position PricerClaimsPositionPricer
PositionVertex. claimsPositionPricer()
Retrieve the Claims Payoff FunctionClaimsPositionPricer
UtilityFunctionExpectation. claimsPositionPricer()
Retrieve the Claims Position PricerClaimsPositionPricer
ClaimsPositionPricer. UnitAsk(R1ToR1 payoffFunction)
Construct a Unit Ask ClaimsPositionPricer InstanceClaimsPositionPricer
ClaimsPositionPricer. 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