Uses of Record Class
com.quantfinlib.crb.CrbRouter.Allocation
Packages that use CrbRouter.Allocation
Package
Description
The central risk book — one netted view of the firm's risk across
desks and products, and the machinery that monetizes it.
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Uses of CrbRouter.Allocation in com.quantfinlib.crb
Methods in com.quantfinlib.crb that return CrbRouter.AllocationModifier and TypeMethodDescriptionstatic CrbRouter.AllocationCrbRouter.route(double notional, double crossableInternal, CrbRouter.DarkVenue[] venues, double halfSpreadBps, double impactBps) Routesnotional(positive, in book-currency units).Methods in com.quantfinlib.crb with parameters of type CrbRouter.AllocationModifier and TypeMethodDescriptionvoidCrbPnlLedger.onRoute(double notional, CrbRouter.Allocation allocation) Records a router allocation's blended expected cost.