Uses of Package
com.quantfinlib.util

Packages that use com.quantfinlib.util

Package	Description
com.quantfinlib.trading	Order entry, two lanes (mirroring marketdata):
com.quantfinlib.util	Shared numerics and measurement primitives: MathUtils (statistics, percentiles, Cholesky, matrix solve/inverse, normal distribution), LatencyRecorder (zero-allocation log-linear nanosecond histogram) and HiccupMonitor (jHiccup-style platform stall attribution — GC/safepoint/scheduler pauses versus code latency).

Classes in com.quantfinlib.util used by com.quantfinlib.trading

Class	Description
LatencyRecorder	Zero-allocation nanosecond latency histogram (HdrHistogram-style log-linear buckets: 16 sub-buckets per power of two, ~6% worst-case quantile error).

Classes in com.quantfinlib.util used by com.quantfinlib.util

Class	Description
HiccupMonitor	jHiccup-style platform stall monitor: a daemon thread repeatedly parks for a fixed resolution and records how much longer than requested each park took.
LatencyRecorder	Zero-allocation nanosecond latency histogram (HdrHistogram-style log-linear buckets: 16 sub-buckets per power of two, ~6% worst-case quantile error).