Uses of Class
org.drip.oms.thresholded.LimitOrder
| Package | Description |
|---|---|
| org.drip.oms.thresholded |
Implementation of Thresholded Limit Order
|
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Uses of LimitOrder in org.drip.oms.thresholded
Subclasses of LimitOrder in org.drip.oms.thresholded Modifier and Type Class Description classLimitOrderAONLimitOrderAON holds the Details of a All-or-None (AON) Limit Order.classLimitOrderATCLimitOrderATC holds the Details of an At-The-Close (ATC) Limit Order.classLimitOrderATOLimitOrderATO holds the Details of a At-The-Open (ATO) Limit Order.classLimitOrderDAYLimitOrderDAY holds the Details of a DAY Limit Order.classLimitOrderDTCLimitOrderDTC holds the Details of a Day-Till-Close (DTC) Limit Order.classLimitOrderFOKLimitOrderFOK holds the Details of a Fill-Or-Kill (FOK) Limit Order.classLimitOrderGTCLimitOrderGTC holds the Details of a Good-Till-Close (GTC) Limit Order.classLimitOrderIOCLimitOrderIOC holds the Details of a Immediate-Or-Cancel (IOC) Limit Order.Methods in org.drip.oms.thresholded that return LimitOrder Modifier and Type Method Description static LimitOrderLimitOrder. Buy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Construct an Instance of Buy Limit Orderstatic LimitOrderLimitOrder. Sell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Construct an Instance of Sell Limit Orderstatic LimitOrderLimitOrder. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, TimeInForce timeInForce, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Construct a Standard Instance of Limit Order