Uses of Class
com.quantfinlib.microstructure.VolumeCurve

Packages that use VolumeCurve

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 VolumeCurve in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure that return VolumeCurve

Modifier and Type	Method	Description
VolumeCurve	VolumeCurve.seedProfile(double[] volumesPerBucket)	Seeds the profile from a known shape (any positive scale) — optional.