Uses of Record Class
com.quantfinlib.crb.SkewedQuoter.Quote
Packages that use SkewedQuoter.Quote
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 SkewedQuoter.Quote in com.quantfinlib.crb
Methods in com.quantfinlib.crb that return SkewedQuoter.QuoteModifier and TypeMethodDescriptionstatic SkewedQuoter.QuoteSkewedQuoter.quote(double mid, double halfSpreadBps, double inventory, double inventoryLimit, double skewFraction)