Uses of Record Class
com.quantfinlib.regulatory.FixAnalyzer.FixImpactReport

Packages that use FixAnalyzer.FixImpactReport

Package	Description
com.quantfinlib.regulatory	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 FixAnalyzer.FixImpactReport in com.quantfinlib.regulatory

Methods in com.quantfinlib.regulatory that return FixAnalyzer.FixImpactReport

Modifier and Type	Method	Description
static FixAnalyzer.FixImpactReport	FixAnalyzer.analyze(double[] midSamplesInWindow, double preWindowMid, double postWindowMid, long participantBuyQty, long participantSellQty, long marketVolume, double shareThreshold)	Screens one participant's fixing-window activity.