Package org.drip.oms.unthresholded

Implementation of Unthresholded Market Orders
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    MarketOrder
    MarketOrder holds the Details of a Market Order.
    MarketOrderAON
    MarketOrderAON holds the Details of a All-or-None (AON) Market Order.
    MarketOrderATC
    MarketOrderATC holds the Details of a At-The-Close (ATC) Market Order.
    MarketOrderATO
    MarketOrderATO holds the Details of a At-The-Open (ATO) Market Order.
    MarketOrderDAY
    MarketOrderDAY holds the Details of a DAY Market Order.
    MarketOrderDTC
    MarketOrderDTC holds the Details of a Day-Till-Close (DTC) Market Order.
    MarketOrderFOK
    MarketOrderFOK holds the Details of a Fill-Or-Kill (FOK) Market Order.
    MarketOrderGTC
    MarketOrderGTC holds the Details of a Good-Till-Close (GTC) Market Order.
    MarketOrderIOC
    MarketOrderIOC holds the Details of a Immediate-Or-Cancel (IOC) Market Order.