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).-
Classes in com.quantfinlib.regulatory used by com.quantfinlib.regulatoryClassDescriptionMiFID II-style best execution analytics (RTS 27/28 spirit): slippage versus arrival mid, latency-to-fill distribution, fraction executed at or better than arrival, and per-venue slippage breakdown.One parent order outcome.