Uses of Class
org.drip.oms.thresholded.LimitOrderATC
Package | Description |
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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 LimitOrderATC
LimitOrderATC. 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 LimitOrderATC
LimitOrderATC. 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 LimitOrderATC
LimitOrderATC. 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