Package com.quantfinlib.rfq


package com.quantfinlib.rfq
RFQ market structure for equity derivatives — structured products have no order book; they trade by request-for-quote against a dealer panel: RfqAuction (one auction: best price by the client's direction, the industry-standard cover price, spread to a model fair-value anchor such as pricing.Autocallable.price) and RfqDealerScorecard (streaming per-dealer quality across auctions — quote rate, response time, spread to fair, win rate — the panel-selection input, persistable via persist.Checkpoint). The RFQ siblings of execution.VenueScorecard (order-book venues) and fx.LpScorecard (FX quote streams): three market structures, one learned-counterparty-quality discipline.
  • Classes
    Class
    Description
    One request-for-quote auction — how equity derivatives actually trade.
    Streaming per-dealer RFQ quality — the structured-products sibling of execution.VenueScorecard and fx.LpScorecard: over many auctions, which dealers actually show up, how fast, how competitively, and how often they win.