Uses of Class
org.drip.oms.thresholded.LimitOrderATC
| Package | Description |
|---|---|
| org.drip.oms.thresholded |
Implementation of Thresholded Limit Order
|
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Uses of LimitOrderATC in org.drip.oms.thresholded
Methods in org.drip.oms.thresholded that return LimitOrderATC Modifier and Type Method Description static LimitOrderATCLimitOrderATC. Standard(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, Side side, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Create a Standard Instance of At-The-Close (ATC) Limit Orderstatic LimitOrderATCLimitOrderATC. StandardBuy(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Create a Standard Instance of Buy At-The-Close (ATC) Limit Orderstatic LimitOrderATCLimitOrderATC. StandardSell(OrderIssuer issuer, java.lang.String ticker, java.lang.String parentID, double size, OrderFillWholeSettings fillWholeSettings, PegScheme pegScheme)Create a Standard Instance of Sell At-The-Close (ATC) Limit Order