Uses of Record Class
com.quantfinlib.execution.OrderPlacementPolicy.PostRegion
Packages that use OrderPlacementPolicy.PostRegion
Package
Description
Order routing, execution algorithms and the venue models they learn
from.
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Uses of OrderPlacementPolicy.PostRegion in com.quantfinlib.execution
Methods in com.quantfinlib.execution that return OrderPlacementPolicy.PostRegionModifier and TypeMethodDescriptionOrderPlacementPolicy.postRegion(double halfSpread, double adverseSelection, double adverseDrift, double rebate) The desk's rule for these market conditions: post iff the fill probability lands inside the returned region of [0, 1].