Uses of Class
com.quantfinlib.regulatory.BestExecutionAnalyzer
Packages that use BestExecutionAnalyzer
Package
Description
Benchmark and regulatory metrics:
FixAnalyzer (WM/Reuters-style fix
calculation and "banging the close" screening),
BestExecutionAnalyzer (MiFID II-style
slippage, latency-to-fill and per-venue reporting) and
MarketQualityMetrics
(quoted/effective/realized spread, price impact, order-to-trade ratio).-
Uses of BestExecutionAnalyzer in com.quantfinlib.regulatory
Methods in com.quantfinlib.regulatory that return BestExecutionAnalyzerModifier and TypeMethodDescriptionBestExecutionAnalyzer.add(BestExecutionAnalyzer.OrderOutcome outcome)