Uses of Class
com.quantfinlib.microstructure.AlmgrenChriss.Trajectory

Packages that use AlmgrenChriss.Trajectory

Package	Description
com.quantfinlib.microstructure	Market microstructure analytics: impact, liquidity, order-flow signals and intraday curves.

Uses of AlmgrenChriss.Trajectory in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure that return AlmgrenChriss.Trajectory

Modifier and Type	Method	Description
static AlmgrenChriss.Trajectory	AlmgrenChriss.optimalTrajectory(AlmgrenChriss.Params p)
static AlmgrenChriss.Trajectory	AlmgrenChriss.twap(AlmgrenChriss.Params p)	The risk-neutral (λ = 0) linear schedule, for comparison.

Methods in com.quantfinlib.microstructure that return types with arguments of type AlmgrenChriss.Trajectory

Modifier and Type	Method	Description
static List<AlmgrenChriss.Trajectory>	AlmgrenChriss.efficientFrontier(AlmgrenChriss.Params base, double[] riskAversions)	Cost/risk frontier across risk aversions (for choosing the urgency).