Uses of Record Class
com.quantfinlib.execution.SmartOrderRouter.RouteLeg
Packages that use SmartOrderRouter.RouteLeg
Package
Description
Order routing, execution algorithms and the venue models they learn
from.
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Uses of SmartOrderRouter.RouteLeg in com.quantfinlib.execution
Methods in com.quantfinlib.execution that return types with arguments of type SmartOrderRouter.RouteLegModifier and TypeMethodDescriptionSmartOrderRouter.RoutingPlan.legs()Returns the value of thelegsrecord component.AdaptiveSor.RoutingDecision.lit()Returns the value of thelitrecord component.AdaptiveSor.RoutingDecision.probes()Returns the value of theprobesrecord component.Constructor parameters in com.quantfinlib.execution with type arguments of type SmartOrderRouter.RouteLegModifierConstructorDescriptionRoutingDecision(List<SmartOrderRouter.RouteLeg> lit, List<SmartOrderRouter.RouteLeg> probes, long routedQty, long unrouted) Creates an instance of aRoutingDecisionrecord class.RoutingPlan(List<SmartOrderRouter.RouteLeg> legs, long routedQty, long unroutedQty, double expectedAvgAllInPrice) Creates an instance of aRoutingPlanrecord class.