Uses of Class
com.quantfinlib.microstructure.TickSizeSchedule

Packages that use TickSizeSchedule

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

Uses of TickSizeSchedule in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure that return TickSizeSchedule

Modifier and Type	Method	Description
TickSizeSchedule	TickSizeSchedule.Builder.build()
static TickSizeSchedule	TickSizeSchedule.esmaStyle(int liquidityBand)	ESMA-style generated schedule: within each price decade the bands [1,2), [2,5), [5,10) carry ticks in a 1-2-5 progression, all scaled up by one decade per liquidityBand step (0 = most liquid).
static TickSizeSchedule	TickSizeSchedule.flat(double tick)	Single flat tick for every price (US-equity style).