Uses of Record Class
com.quantfinlib.crb.InternalizationEngine.Decision
Packages that use InternalizationEngine.Decision
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 InternalizationEngine.Decision in com.quantfinlib.crb
Methods in com.quantfinlib.crb that return InternalizationEngine.DecisionModifier and TypeMethodDescriptionInternalizationEngine.decide(double bookNet, double flow, double halfSpreadBps) Decides one flow against the book's current net on that factor.Methods in com.quantfinlib.crb with parameters of type InternalizationEngine.DecisionModifier and TypeMethodDescriptionvoidCrbPnlLedger.onDecision(InternalizationEngine.Decision decision, double halfSpreadBps) Convenience: books a wholeInternalizationEngine.Decision.