Uses of Record Class
com.quantfinlib.crb.CrbAutoHedger.HedgeOrder

Packages that use CrbAutoHedger.HedgeOrder

Package	Description
com.quantfinlib.crb	The central risk book: one netted view of the firm's risk across desks and products, with internalization, routing and hedging.

Uses of CrbAutoHedger.HedgeOrder in com.quantfinlib.crb

Methods in com.quantfinlib.crb that return CrbAutoHedger.HedgeOrder

Modifier and Type	Method	Description
CrbAutoHedger.HedgeOrder[]	CrbAutoHedger.check(double[] exposures, double[][] covariance, double[][] loadings, double[] costPerUnit, double costWeight, long nowInterval)	The hedging decision for this interval.