Class CrbRouter.Allocation

java.lang.Object

com.quantfinlib.crb.CrbRouter.Allocation

Enclosing class:

CrbRouter

public static final class CrbRouter.Allocation
extends Object

Where the notional went. dark[i] aligns with the venue array passed in; expectedCostBps is the blended expected cost of the whole allocation.

Constructor Summary

Constructors

Constructor	Description
Allocation(double internal, double[] dark, double lit, double expectedCostBps)	Creates the value; array and collection arguments are copied.

Method Summary

Modifier and Type	Method	Description
double	dark(int i)	Element i of dark.
double[]	darkCopy()	A fresh copy of dark.
int	darkLength()	Length of dark.
boolean	equals(Object other)
double	expectedCostBps()	expectedCostBps.
int	hashCode()
double	internal()	internal.
double	lit()	lit.
String	toString()

Methods inherited from class Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Details

Allocation

public Allocation(double internal,
 double[] dark,
 double lit,
 double expectedCostBps)

Creates the value; array and collection arguments are copied.

Method Details

internal

public double internal()

internal.

dark

public double dark(int i)

Element i of dark.

darkLength

public int darkLength()

Length of dark.

darkCopy

public double[] darkCopy()

A fresh copy of dark.

lit

public double lit()

lit.

expectedCostBps

public double expectedCostBps()

expectedCostBps.

equals

public boolean equals(Object other)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object