DisplaySettings

java.lang.Object

org.drip.oms.transaction.DisplaySettings

public class DisplaySettings
extends java.lang.Object

DisplaySettings contains the Details of Order Display. The References are:

Berkowitz, S. A., D. E. Logue, and E. A. J. Noser (1988): The Total Cost of Transactions on the NYSE Journal of Finance 43 (1) 97-112
Vassilis, P. (2005a): A Realistic Model of Market Liquidity and Depth Journal of Futures Markets 25 (5) 443-464
Vassilis, P. (2005b): Slow and Fast Markets Journal of Economics and Business 57 (6) 576-593
Weiss, D. (2006): After the Trade is Made: Processing Securities Transactions Portfolio Publishing London UK
Wikipedia (2023): Order (Exchange) https://en.wikipedia.org/wiki/Order_(exchange)

Module = Product Core Module
Library = Transaction Cost Analytics
Project = R^d Order Specification, Handling, and Management
Package = Order Specification and Session Metrics

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

DisplaySettings(boolean hide, double icebergBelowTheSurfaceRatio)
DisplaySettings Constructor
Method Summary

Modifier and Type Method Description

boolean hide()
Indicate if the Order is to be Displayed

double icebergBelowTheSurfaceRatio()
Retrieve the Below the Surface Iceberg Display Ratio

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- DisplaySettings
  
  public DisplaySettings(boolean hide, double icebergBelowTheSurfaceRatio) throws java.lang.Exception
  
  DisplaySettings Constructor
  
  Parameters:
  
  hide - FALSE - The Order is to be Displayed
  
  icebergBelowTheSurfaceRatio - Below the Surface Iceberg Display Ratio
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- hide
  
  public boolean hide()
  
  Indicate if the Order is to be Displayed
  
  Returns:
  
  FALSE - The Order is to be Displayed
- icebergBelowTheSurfaceRatio
  
  public double icebergBelowTheSurfaceRatio()
  
  Retrieve the Below the Surface Iceberg Display Ratio
  
  Returns:
  
  The Below the Surface Iceberg Display Ratio