Uses of Record Class
com.quantfinlib.crb.SkewedQuoter.Quote

Packages that use SkewedQuoter.Quote

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 SkewedQuoter.Quote in com.quantfinlib.crb

Methods in com.quantfinlib.crb that return SkewedQuoter.Quote

Modifier and Type	Method	Description
static SkewedQuoter.Quote	SkewedQuoter.quote(double mid, double halfSpreadBps, double inventory, double inventoryLimit, double skewFraction)	Quotes a bid and an ask skewed by inventory.