Package org.drip.oms.thresholded

Implementation of Thresholded Limit Order

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
LimitOrder	LimitOrder holds the Details of a Limit Order.
LimitOrderAON	LimitOrderAON holds the Details of a All-or-None (AON) Limit Order.
LimitOrderATC	LimitOrderATC holds the Details of an At-The-Close (ATC) Limit Order.
LimitOrderATO	LimitOrderATO holds the Details of a At-The-Open (ATO) Limit Order.
LimitOrderDAY	LimitOrderDAY holds the Details of a DAY Limit Order.
LimitOrderDTC	LimitOrderDTC holds the Details of a Day-Till-Close (DTC) Limit Order.
LimitOrderFOK	LimitOrderFOK holds the Details of a Fill-Or-Kill (FOK) Limit Order.
LimitOrderGTC	LimitOrderGTC holds the Details of a Good-Till-Close (GTC) Limit Order.
LimitOrderIOC	LimitOrderIOC holds the Details of a Immediate-Or-Cancel (IOC) Limit Order.