Uses of Class
com.quantfinlib.risk.PreTradeLimitChecker

Packages that use PreTradeLimitChecker

Package	Description
com.quantfinlib.risk	Risk measurement, decomposition, limits and model validation.

Uses of PreTradeLimitChecker in com.quantfinlib.risk

Methods in com.quantfinlib.risk that return PreTradeLimitChecker

Modifier and Type	Method	Description
PreTradeLimitChecker	PreTradeLimitChecker.counterpartyLimit(String counterparty, double limit)
PreTradeLimitChecker	PreTradeLimitChecker.maxOrderNotional(double notional)
PreTradeLimitChecker	PreTradeLimitChecker.maxOrderQuantity(long qty)
PreTradeLimitChecker	PreTradeLimitChecker.maxPositionQuantity(long qty)	Cap on |position| after the order would fully fill.
PreTradeLimitChecker	PreTradeLimitChecker.priceCollarPct(double pct)	Reject prices more than this fraction away from the reference mid (fat-finger guard).
PreTradeLimitChecker	PreTradeLimitChecker.restrictSymbol(String symbol)