Uses of Package
com.quantfinlib.regulatory

Packages that use com.quantfinlib.regulatory
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).