Uses of Class
com.quantfinlib.microstructure.SpreadForecaster
Packages that use SpreadForecaster
Package
Description
Market microstructure analytics: impact, liquidity, order-flow signals
and intraday curves.
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Uses of SpreadForecaster in com.quantfinlib.microstructure
Methods in com.quantfinlib.microstructure that return SpreadForecasterModifier and TypeMethodDescriptionSpreadForecaster.seedBaseline(double[] spreadPerBucket) Seeds the time-of-day baseline from a known shape — optional.