Uses of Package
com.quantfinlib.rfq
Packages that use com.quantfinlib.rfq
Package
Description
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).-
Classes in com.quantfinlib.rfq used by com.quantfinlib.rfq