Uses of Class
com.quantfinlib.microstructure.VolumeCurve
Packages that use VolumeCurve
Package
Description
Market microstructure analytics: impact, liquidity, order-flow signals
and intraday curves.
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Uses of VolumeCurve in com.quantfinlib.microstructure
Methods in com.quantfinlib.microstructure that return VolumeCurveModifier and TypeMethodDescriptionVolumeCurve.seedProfile(double[] volumesPerBucket) Seeds the profile from a known shape (any positive scale) — optional.