Uses of Record Class
com.quantfinlib.crb.CrbRouter.DarkVenue
Packages that use CrbRouter.DarkVenue
Package
Description
The central risk book: one netted view of the firm's risk across desks
and products, with internalization, routing and hedging.
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Uses of CrbRouter.DarkVenue in com.quantfinlib.crb
Methods in com.quantfinlib.crb with parameters of type CrbRouter.DarkVenueModifier and TypeMethodDescriptionstatic CrbRouter.AllocationCrbRouter.route(double notional, double crossableInternal, CrbRouter.DarkVenue[] venues, double halfSpreadBps, double impactBps) Routesnotional(positive, in book-currency units).