permanentImpactExpectation(ArithmeticPriceEvolutionParameters) | | 0% | | 0% | 3 | 3 | 30 | 30 | 1 | 1 |
permanentImpactVariance(ArithmeticPriceEvolutionParameters) | | 0% | | 0% | 3 | 3 | 30 | 30 | 1 | 1 |
temporaryImpactExpectation(ArithmeticPriceEvolutionParameters) | | 0% | | 0% | 3 | 3 | 30 | 30 | 1 | 1 |
temporaryImpactVariance(ArithmeticPriceEvolutionParameters) | | 0% | | 0% | 3 | 3 | 30 | 30 | 1 | 1 |
marketDynamicsExpectation(ArithmeticPriceEvolutionParameters) | | 0% | | 0% | 3 | 3 | 30 | 30 | 1 | 1 |
marketDynamicsVariance(ArithmeticPriceEvolutionParameters) | | 0% | | 0% | 3 | 3 | 30 | 30 | 1 | 1 |
totalCostRealizationDetail(double, WalkSuite[], ArithmeticPriceEvolutionParameters) | | 0% | | 0% | 6 | 6 | 23 | 23 | 1 | 1 |
expectationContribution(ArithmeticPriceEvolutionParameters) | | 94% | | 75% | 1 | 3 | 6 | 30 | 0 | 1 |
varianceContribution(ArithmeticPriceEvolutionParameters) | | 94% | | 75% | 1 | 3 | 6 | 30 | 0 | 1 |
serialCorrelationAdjustment(ArithmeticPriceEvolutionParameters) | | 84% | | 75% | 1 | 3 | 6 | 18 | 0 | 1 |
totalCostDistributionDetail(ArithmeticPriceEvolutionParameters) | | 85% | | 100% | 0 | 2 | 6 | 16 | 0 | 1 |
TrajectoryShortfallEstimator(DiscreteTradingTrajectory) | | 70% | | 50% | 1 | 2 | 1 | 5 | 0 | 1 |
totalCostDistributionSynopsis(ArithmeticPriceEvolutionParameters) | | 83% | | 50% | 1 | 2 | 0 | 2 | 0 | 1 |
trajectory() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |