Uses of Package
com.quantfinlib.regulatory
Packages that use com.quantfinlib.regulatory
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Classes in com.quantfinlib.regulatory used by com.quantfinlib.regulatoryClassDescriptionExecution-quality analytics of the kind a MiFID II best-execution review starts from: slippage versus arrival mid (simple average per order and quantity-weighted), latency-to-fill distribution, fraction executed at or better than arrival, and per-venue slippage.Best-execution summary.One parent order outcome.Perold (1988) implementation shortfall of one order, in currency: