Package org.drip.oms.transaction

Class Side

java.lang.Object
org.drip.oms.transaction.Side
public class Side
extends java.lang.Object
Side holds the Buy/Sell Side for an Order/Trade. 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
  • Chen, J. (2021): Time in Force: Definition, Types, and Examples https://www.investopedia.com/terms/t/timeinforce.asp
  • Cont, R., and A. Kukanov (2017): Optimal Order Placement in Limit Order Markets Quantitative Finance 17 (1) 21-39
  • 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 char BUY
    Buy Side
    static char SELL
    Sell Side

  • Method Summary

    Modifier and Type Method Description
    static Side Buy()
    Construct "Buy" Side
    char buySell()
    Retrieve the Buy/Sell Indicator
    static Side Sell()
    Construct "Sell" Side
    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

    Methods inherited from class java.lang.Object

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

  • Field Details

  • Method Details

    • Buy

      public static final Side Buy()
      Construct "Buy" Side
      Returns:
      "Buy" Side

    • Sell

      public static final Side Sell()
      Construct "Sell" Side
      Returns:
      "Sell" Side

    • buySell

      public char buySell()
      Retrieve the Buy/Sell Indicator
      Returns:
      Buy/Sell Indicator

    • 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