Uses of Package
org.drip.oms.indifference
| Package | Description |
|---|---|
| org.drip.oms.indifference |
Reservation Price Good-deal Bounds
|
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Classes in org.drip.oms.indifference used by org.drip.oms.indifference Class Description ClaimsPositionPricer ClaimsPositionPricer prices the Claims Position using Payoff on the Underlying Asset.ClaimsUtilityExpectationInferenceRun ClaimsUtilityExpectationInferenceRun holds the Results of the Optimal Utility Expectation Inference Run on the Claims-Based Agent Utility Function.InventoryVertex HoldingsVertex holds the Vertex Values of Money Market, Underlier, and Claims Inventory.PositionVertex PositionVertex holds the Realized Position Vertex.RealizationVertex RealizationVertex holds the Vertex Realization of the Money Market and the Underlier Prices.ReservationPricingRun ReservationPricingRun holds the Results of a Bid/Ask Reservation Pricing Run.UtilityExpectationOptimizationRun UtilityExpectationOptimizationRun holds the Results of the Optimal Expectation Run of the Agent Utility Function.UtilityFunction UtilityFunction implements the Utility Function for the Realized Position Vertex.