Uses of Class
com.quantfinlib.microstructure.TickSizeSchedule.Builder

Packages that use TickSizeSchedule.Builder

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 TickSizeSchedule.Builder in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure that return TickSizeSchedule.Builder

Modifier and Type	Method	Description
TickSizeSchedule.Builder	TickSizeSchedule.Builder.addBand(double floorPrice, double tick)	The tick that applies from floorPrice up to the next band's floor.
static TickSizeSchedule.Builder	TickSizeSchedule.builder()