Uses of Class
com.quantfinlib.risk.PreTradeLimitChecker
Packages that use PreTradeLimitChecker
Package
Description
Risk: measurement, decomposition, credit/limits, and model validation.
Order entry, two lanes (mirroring
marketdata):-
Uses of PreTradeLimitChecker in com.quantfinlib.risk
Methods in com.quantfinlib.risk that return PreTradeLimitCheckerModifier and TypeMethodDescriptionPreTradeLimitChecker.counterpartyLimit(String counterparty, double limit) PreTradeLimitChecker.maxOrderNotional(double notional) PreTradeLimitChecker.maxOrderQuantity(long qty) PreTradeLimitChecker.maxPositionQuantity(long qty) Cap on |position| after the order would fully fill.PreTradeLimitChecker.priceCollarPct(double pct) Reject prices more than this fraction away from the reference mid (fat-finger guard).PreTradeLimitChecker.restrictSymbol(String symbol) -
Uses of PreTradeLimitChecker in com.quantfinlib.trading
Constructors in com.quantfinlib.trading with parameters of type PreTradeLimitCheckerModifierConstructorDescriptionPaperTradingGateway(double initialCash, double commissionRate, PreTradeLimitChecker limitChecker)