Uses of Record Class
com.quantfinlib.risk.PreTradeLimitChecker.OrderRequest
Packages that use PreTradeLimitChecker.OrderRequest
Package
Description
Risk: measurement, decomposition, credit/limits, and model validation.
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Uses of PreTradeLimitChecker.OrderRequest in com.quantfinlib.risk
Methods in com.quantfinlib.risk with parameters of type PreTradeLimitChecker.OrderRequestModifier and TypeMethodDescriptionPreTradeLimitChecker.check(PreTradeLimitChecker.OrderRequest order, double referenceMid, long currentPositionQty, double counterpartyExposure)