Uses of Record Class
com.quantfinlib.microstructure.Auction.Result

Packages that use Auction.Result

Package

Description

com.quantfinlib.microstructure

Market microstructure analytics: MarketImpactModel (square-root law + Almgren-Chriss temporary/permanent decomposition), AlmgrenChriss (closed-form optimal execution trajectories on the cost/risk frontier), QueueModel (fill probability from queue position and latency advantage), TransactionCostAnalyzer (implementation shortfall, slippage vs VWAP, effective spread per fill), TickSizeSchedule (banded price grids) and Auction (call uncross).

Uses of Auction.Result in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure that return Auction.Result

Modifier and Type	Method	Description
Auction.Result	Auction.indicative(double referencePrice)	The indicative uncross the venue would disseminate right now, or null when no price can match any volume (crossed side empty or book entirely uncrossed).
Auction.Result	Auction.uncross(double referencePrice)	Runs the auction: the indicative at this instant becomes the print.