Package org.drip.param.quote

Multi-sided Multi-Measure Ticks Quotes
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    MultiSided
    MultiSided implements the Quote interface, which contains the stubs corresponding to a product quote.
    ProductMultiMeasure
    ProductMultiMeasure holds the different types of quotes for a given component.
    ProductTick
    ProductTick holds the tick related product parameters - it contains the product ID, the quote composite, the source, the counter party, and whether the quote can be treated as a mark.
    TickerPriceStatistics
    TickerPriceStatistics maintains the Running "Thin" Price Statistics for a Single Ticker.
    TickerPriceStatisticsContainer
    TickerPriceStatisticsContainer maintains the Running "Thin" Price Statistics for all Tickers.