Uses of Class
com.quantfinlib.execution.AdaptiveSor

Packages that use AdaptiveSor

Package	Description
com.quantfinlib.execution	Order routing, execution algorithms and the venue models they learn from.

Uses of AdaptiveSor in com.quantfinlib.execution

Methods in com.quantfinlib.execution that return AdaptiveSor

Modifier and Type	Method	Description
AdaptiveSor	AdaptiveSor.maxLatencyPenaltyBps(double bps)	Caps the latency term of the expected cost at bps of price (default: no cap).