Package org.drip.oms.transaction

Class OrderIssuer

java.lang.Object
org.drip.oms.transaction.OrderIssuer
public class OrderIssuer
extends java.lang.Object
OrderIssuer holds the Details of the Order Issuer. 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
  • Cont, R., and A. Kukanov (2017): Optimal Order Placement in Limit Order Markets Quantitative Finance 17 (1) 21-39
  • 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


Author:
Lakshmi Krishnamurthy

  • Field Summary

    Fields
    Modifier and Type Field Description
    static int CLIENT
    Issuer Type Client
    static int DEALER
    Issuer Type Dealer

  • Constructor Summary

    Constructors
    Constructor Description
    OrderIssuer​(java.lang.String entity, int type)
    OrderIssuer Constructor

  • Method Summary

    Modifier and Type Method Description
    static OrderIssuer CLIENT​(java.lang.String entity)
    Construct a Client Order Issuer given the Entity
    static OrderIssuer DEALER​(java.lang.String entity)
    Construct a Dealer Order Issuer given the Entity
    java.lang.String entity()
    Retrieve the Issuer Entity
    boolean isClient()
    Check if the Issuer is a Client
    boolean isDealer()
    Check if the Issuer is a Dealer
    java.lang.String toString()
    Generate String version of the state without Padding
    java.lang.String toString​(java.lang.String pad)
    Generate String version of the state with Padding applied
    static java.lang.String ToString​(int orderIssuerType)
    String Form of Order Issuer Type
    int type()
    Retrieve the Issuer Type

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

  • Field Details

  • Constructor Details

    • OrderIssuer

      public OrderIssuer​(java.lang.String entity, int type) throws java.lang.Exception
      OrderIssuer Constructor
      Parameters:
      entity - Order Issuer Entity
      type - Order Issuer Type
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • CLIENT

      public static final OrderIssuer CLIENT​(java.lang.String entity)
      Construct a Client Order Issuer given the Entity
      Parameters:
      entity - Order Issuer Entity
      Returns:
      Client Order Issuer

    • DEALER

      public static final OrderIssuer DEALER​(java.lang.String entity)
      Construct a Dealer Order Issuer given the Entity
      Parameters:
      entity - Order Issuer Entity
      Returns:
      Dealer Order Issuer

    • ToString

      public static final java.lang.String ToString​(int orderIssuerType)
      String Form of Order Issuer Type
      Parameters:
      orderIssuerType - Order Issuer Type
      Returns:
      String Form

    • entity

      public java.lang.String entity()
      Retrieve the Issuer Entity
      Returns:
      The Issuer Entity

    • type

      public int type()
      Retrieve the Issuer Type
      Returns:
      The Issuer Type

    • isClient

      public boolean isClient()
      Check if the Issuer is a Client
      Returns:
      TRUE - The Issuer is a Client

    • isDealer

      public boolean isDealer()
      Check if the Issuer is a Dealer
      Returns:
      TRUE - The Issuer is a Dealer

    • toString

      public java.lang.String toString​(java.lang.String pad)
      Generate String version of the state with Padding applied
      Parameters:
      pad - Padding
      Returns:
      String version of the state with Padding applied

    • toString

      public java.lang.String toString()
      Generate String version of the state without Padding
      Overrides:
      toString in class java.lang.Object
      Returns:
      String version of the state without Padding