Uses of Class
com.quantfinlib.crb.CrbRouter.Allocation

Packages that use CrbRouter.Allocation

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 CrbRouter.Allocation in com.quantfinlib.crb

Methods in com.quantfinlib.crb that return CrbRouter.Allocation

Modifier and Type	Method	Description
static CrbRouter.Allocation	CrbRouter.route(double notional, double crossableInternal, CrbRouter.DarkVenue[] venues, double halfSpreadBps, double impactBps)	Routes notional (positive, in book-currency units).

Methods in com.quantfinlib.crb with parameters of type CrbRouter.Allocation

Modifier and Type	Method	Description
void	CrbPnlLedger.onRoute(double notional, CrbRouter.Allocation allocation)	Records a router allocation's blended expected cost.