Hierarchy For All Packages

Package Hierarchies:

• com.quantfinlib.alpha,
• com.quantfinlib.backtest,
• com.quantfinlib.backtest.portfolio,
• com.quantfinlib.backtest.strategies,
• com.quantfinlib.backtest.tick,
• com.quantfinlib.backtest.validation,
• com.quantfinlib.cli,
• com.quantfinlib.commodities,
• com.quantfinlib.core,
• com.quantfinlib.crb,
• com.quantfinlib.credit,
• com.quantfinlib.data,
• com.quantfinlib.dsl,
• com.quantfinlib.examples,
• com.quantfinlib.execution,
• com.quantfinlib.feed,
• com.quantfinlib.fix,
• com.quantfinlib.fx,
• com.quantfinlib.hedging,
• com.quantfinlib.indicators,
• com.quantfinlib.marketdata,
• com.quantfinlib.markets,
• com.quantfinlib.microstructure,
• com.quantfinlib.ml,
• com.quantfinlib.optimization,
• com.quantfinlib.orderbook,
• com.quantfinlib.persist,
• com.quantfinlib.pricing,
• com.quantfinlib.rates,
• com.quantfinlib.regulatory,
• com.quantfinlib.report,
• com.quantfinlib.rfq,
• com.quantfinlib.risk,
• com.quantfinlib.sbe,
• com.quantfinlib.screener,
• com.quantfinlib.simulation,
• com.quantfinlib.trading,
• com.quantfinlib.util,
• com.quantfinlib.volatility

Class Hierarchy

• java.lang.Object
  • com.quantfinlib.execution.AdaptiveSor
  • com.quantfinlib.fx.AggregatedBook
  • com.quantfinlib.microstructure.AlmgrenChriss
  • com.quantfinlib.alpha.AlphaBacktester
  • com.quantfinlib.alpha.AlphaContext
  • com.quantfinlib.microstructure.AlphaEnsemble
  • com.quantfinlib.alpha.AlphaReport
  • com.quantfinlib.alpha.AlphaValidation
  • com.quantfinlib.ml.AnomalyDetector
  • com.quantfinlib.execution.AntiGamingJitter
  • com.quantfinlib.pricing.AsianOption
  • com.quantfinlib.data.AsyncTickCapture (implements java.lang.AutoCloseable, com.quantfinlib.marketdata.TickListener)
  • com.quantfinlib.microstructure.Auction
  • com.quantfinlib.pricing.Autocallable
  • com.quantfinlib.trading.AutoHedger (implements com.quantfinlib.marketdata.TickListener)
  • com.quantfinlib.trading.AvellanedaStoikov
  • com.quantfinlib.backtest.Backtester
  • com.quantfinlib.backtest.BacktestResult
  • com.quantfinlib.pricing.BarrierOption
  • com.quantfinlib.core.BarSeries
  • com.quantfinlib.core.BarSeries.Builder
  • com.quantfinlib.backtest.BenchmarkComparison
  • com.quantfinlib.execution.BenchmarkExecutor
  • com.quantfinlib.regulatory.BestExecutionAnalyzer
  • com.quantfinlib.feed.BinanceTradeParser (implements com.quantfinlib.feed.FeedParser)
  • com.quantfinlib.sbe.BinaryMarketDataClient (implements java.lang.AutoCloseable)
  • com.quantfinlib.sbe.BinaryOrderPublisher (implements java.lang.AutoCloseable, com.quantfinlib.trading.OrderListener)
  • com.quantfinlib.sbe.BinaryOrderReceiver (implements java.lang.AutoCloseable)
  • com.quantfinlib.pricing.BinomialTree
  • com.quantfinlib.pricing.Black76
  • com.quantfinlib.optimization.BlackLitterman
  • com.quantfinlib.pricing.BlackScholes
  • com.quantfinlib.backtest.validation.BlockBootstrap
  • com.quantfinlib.backtest.strategies.BollingerBandsStrategy (implements com.quantfinlib.backtest.TradingStrategy)
  • com.quantfinlib.rates.BondPricer
  • com.quantfinlib.orderbook.BookAnalytics
  • com.quantfinlib.orderbook.BookPrimitives
  • com.quantfinlib.rates.BusinessCalendar
  • com.quantfinlib.alpha.CalendarAnomalies
  • com.quantfinlib.credit.CdsPricer
  • com.quantfinlib.crb.CentralRiskBook
  • com.quantfinlib.persist.Checkpoint
  • com.quantfinlib.persist.Checkpoint.Reader
  • com.quantfinlib.persist.Checkpoint.Writer (implements java.io.Closeable)
  • com.quantfinlib.microstructure.CircuitBreakers
  • com.quantfinlib.microstructure.CircuitBreakers.Luld
  • com.quantfinlib.microstructure.CircuitBreakers.MarketWide
  • com.quantfinlib.microstructure.ClosingAuctionModel
  • com.quantfinlib.hedging.CointegrationTest
  • com.quantfinlib.commodities.CommodityCurve
  • com.quantfinlib.risk.ComponentVar
  • com.quantfinlib.risk.ConcentrationRisk
  • com.quantfinlib.optimization.ConstrainedPortfolioOptimizer
  • com.quantfinlib.data.CorporateActions
  • com.quantfinlib.risk.CorrelationMatrix
  • com.quantfinlib.risk.CounterpartyExposureTracker
  • com.quantfinlib.risk.CovarianceShrinkage
  • com.quantfinlib.crb.CrbAutoHedger
  • com.quantfinlib.crb.CrbHedgeUniverse
  • com.quantfinlib.crb.CrbPnlLedger
  • com.quantfinlib.crb.CrbRouter
  • com.quantfinlib.credit.CreditCurve
  • com.quantfinlib.credit.CreditSpreads
  • com.quantfinlib.fx.CrossRateEngine
  • com.quantfinlib.backtest.portfolio.CrossSectionalMomentum (implements com.quantfinlib.backtest.portfolio.PortfolioStrategy)
  • com.quantfinlib.data.CsvBarLoader
  • com.quantfinlib.report.CsvReportExporter (implements com.quantfinlib.report.ReportExporter)
  • com.quantfinlib.fx.CurrencyPair
  • com.quantfinlib.credit.CvaApproximator
  • com.quantfinlib.execution.DarkPoolSimulator
  • com.quantfinlib.microstructure.DayTypeProfiles<T>
  • com.quantfinlib.hedging.DeltaHedger
  • com.quantfinlib.risk.Dependence
  • com.quantfinlib.pricing.DigitalOption
  • com.quantfinlib.pricing.DividendSchedule
  • com.quantfinlib.backtest.DrawdownAnalytics
  • com.quantfinlib.volatility.Egarch11
  • com.quantfinlib.backtest.strategies.EmaCrossStrategy (implements com.quantfinlib.backtest.TradingStrategy)
  • com.quantfinlib.microstructure.EwmaCovariance
  • com.quantfinlib.volatility.EwmaVolatility
  • com.quantfinlib.pricing.ExchangeOption
  • com.quantfinlib.backtest.ExecutionAlgoBacktester
  • com.quantfinlib.backtest.ExecutionAwareBacktester
  • com.quantfinlib.backtest.ExecutionAwareResult
  • com.quantfinlib.risk.ExtremeValueTheory
  • com.quantfinlib.crb.FactorRegistry
  • com.quantfinlib.alpha.Factors
  • com.quantfinlib.pricing.FairValueEngine
  • com.quantfinlib.alpha.FamaMacBeth
  • com.quantfinlib.fix.FileSessionStore (implements java.lang.AutoCloseable, com.quantfinlib.fix.FixSessionStore)
  • com.quantfinlib.microstructure.FillProbabilityModel
  • com.quantfinlib.regulatory.FixAnalyzer
  • com.quantfinlib.fix.FixExecReportView
  • com.quantfinlib.fx.FixingRisk
  • com.quantfinlib.fix.FixMarketDataView
  • com.quantfinlib.fix.FixMessage
  • com.quantfinlib.fix.FixMessage.Builder
  • com.quantfinlib.fix.FixOrderEncoder
  • com.quantfinlib.fix.FixSession (implements java.lang.AutoCloseable)
  • com.quantfinlib.fix.FixSessionStore.InMemory (implements com.quantfinlib.fix.FixSessionStore)
  • com.quantfinlib.microstructure.FlowSignals
  • com.quantfinlib.pricing.ForwardCurve
  • com.quantfinlib.risk.FrtbEs
  • com.quantfinlib.screener.FundamentalFilters
  • com.quantfinlib.execution.FuturesRollAlgo
  • com.quantfinlib.hedging.FxHedger
  • com.quantfinlib.fx.FxSwap
  • com.quantfinlib.fx.FxTierBook
  • com.quantfinlib.fx.FxVolSurface
  • com.quantfinlib.fx.FxVolSurface.Builder
  • com.quantfinlib.volatility.Garch11
  • com.quantfinlib.risk.GaussianCopula
  • com.quantfinlib.volatility.GjrGarch11
  • com.quantfinlib.trading.GlobalRiskAggregator (implements java.lang.AutoCloseable)
  • com.quantfinlib.ml.GradientBoostedRegressor
  • com.quantfinlib.hedging.GreekHedger
  • com.quantfinlib.backtest.validation.GridSearchOptimizer
  • com.quantfinlib.volatility.HarRv
  • com.quantfinlib.microstructure.HawkesIntensity
  • com.quantfinlib.crb.HedgeOptimizer
  • com.quantfinlib.hedging.HedgingErrorDistribution
  • com.quantfinlib.hedging.HedgingSimulator
  • com.quantfinlib.pricing.Heston
  • com.quantfinlib.examples.HftBookBenchmark
  • com.quantfinlib.examples.HftLatencyBenchmark
  • com.quantfinlib.marketdata.HftMarketDataBus (implements java.lang.AutoCloseable)
  • com.quantfinlib.examples.HftOrderBenchmark
  • com.quantfinlib.orderbook.HftOrderBook
  • com.quantfinlib.trading.HftOrderGateway (implements java.lang.AutoCloseable)
  • com.quantfinlib.trading.HftQuoter (implements com.quantfinlib.marketdata.TickListener)
  • com.quantfinlib.examples.HftQuoterBenchmark
  • com.quantfinlib.trading.HftRiskGate
  • com.quantfinlib.execution.HftSor
  • com.quantfinlib.util.HiccupMonitor (implements java.lang.AutoCloseable)
  • com.quantfinlib.microstructure.HiddenLiquidityDetector
  • com.quantfinlib.pricing.HigherOrderGreeks
  • com.quantfinlib.marketdata.HistoricalDataStore
  • com.quantfinlib.report.HtmlReportExporter (implements com.quantfinlib.report.ReportExporter)
  • com.quantfinlib.data.HttpBarFetcher
  • com.quantfinlib.backtest.IcebergExecution (implements com.quantfinlib.backtest.ExecutionModel)
  • com.quantfinlib.execution.IcebergOrder
  • com.quantfinlib.execution.ImplementationShortfallScheduler
  • com.quantfinlib.pricing.IncrementalGreeks
  • com.quantfinlib.markets.IndexConstruction
  • com.quantfinlib.indicators.Indicators
  • com.quantfinlib.volatility.InformationCriteria
  • com.quantfinlib.backtest.InstantExecution (implements com.quantfinlib.backtest.ExecutionModel)
  • com.quantfinlib.crb.InternalizationEngine
  • com.quantfinlib.ml.IntradayLiquidityForecaster
  • com.quantfinlib.marketdata.ItchCodec
  • com.quantfinlib.marketdata.ItchCodec.View
  • com.quantfinlib.microstructure.JumpRobustVolatility
  • com.quantfinlib.microstructure.KalmanBeta
  • com.quantfinlib.rates.KeyRateDurations
  • com.quantfinlib.microstructure.KylesLambda
  • com.quantfinlib.marketdata.L3BookBuilder
  • com.quantfinlib.backtest.LastLookExecution (implements com.quantfinlib.backtest.ExecutionModel)
  • com.quantfinlib.trading.LastLookGate
  • com.quantfinlib.util.LatencyRecorder
  • com.quantfinlib.microstructure.LeadLagEstimator
  • com.quantfinlib.orderbook.LimitOrder
  • com.quantfinlib.microstructure.LiquidityMeasures
  • com.quantfinlib.execution.LiquiditySeekingAlgo
  • com.quantfinlib.examples.LiveTradingDemo
  • com.quantfinlib.fx.LpRouter
  • com.quantfinlib.fx.LpScorecard
  • com.quantfinlib.backtest.strategies.MacdStrategy (implements com.quantfinlib.backtest.TradingStrategy)
  • com.quantfinlib.cli.Main
  • com.quantfinlib.marketdata.MarketDataProcessor (implements java.lang.AutoCloseable)
  • com.quantfinlib.microstructure.MarketImpactModel
  • com.quantfinlib.ml.MarketImpactPredictor
  • com.quantfinlib.regulatory.MarketQualityMetrics
  • com.quantfinlib.util.MathUtils
  • com.quantfinlib.execution.MidPegTracker
  • com.quantfinlib.hedging.MinimumVarianceHedge
  • com.quantfinlib.simulation.MonteCarloSimulator
  • com.quantfinlib.backtest.validation.MonteCarloTradeShuffle
  • com.quantfinlib.marketdata.Nbbo
  • com.quantfinlib.fx.Ndf
  • com.quantfinlib.rates.NelsonSiegel
  • com.quantfinlib.microstructure.OnlineAlphaLearner
  • com.quantfinlib.hedging.OptionsBook
  • com.quantfinlib.orderbook.OrderBook
  • com.quantfinlib.sbe.OrderFlyweight
  • com.quantfinlib.execution.OrderPlacementPolicy
  • com.quantfinlib.trading.OrderRingBuffer
  • com.quantfinlib.trading.OrderThrottle
  • com.quantfinlib.microstructure.OrnsteinUhlenbeck
  • com.quantfinlib.backtest.validation.OverfitProbability
  • com.quantfinlib.hedging.PairsHedger
  • com.quantfinlib.trading.PaperTradingGateway (implements com.quantfinlib.trading.OrderGateway)
  • com.quantfinlib.backtest.validation.ParameterGrid
  • com.quantfinlib.risk.Pca
  • com.quantfinlib.report.PdfReportExporter (implements com.quantfinlib.report.ReportExporter)
  • com.quantfinlib.backtest.PerformanceAnalytics
  • com.quantfinlib.risk.PnlAttribution
  • com.quantfinlib.data.PointInTimeUniverse
  • com.quantfinlib.risk.Portfolio
  • com.quantfinlib.backtest.portfolio.PortfolioBacktester
  • com.quantfinlib.alpha.PortfolioConstruction
  • com.quantfinlib.execution.PortfolioExecutor
  • com.quantfinlib.optimization.PortfolioOptimizer
  • com.quantfinlib.risk.PortfolioRiskAnalyzer
  • com.quantfinlib.backtest.portfolio.PositionSizing
  • com.quantfinlib.execution.PovTracker
  • com.quantfinlib.risk.PreTradeLimitChecker
  • com.quantfinlib.markets.PrivateMarketAnalytics
  • com.quantfinlib.backtest.validation.PurgedKFold
  • com.quantfinlib.pricing.QuantoOption
  • com.quantfinlib.microstructure.QueueModel
  • com.quantfinlib.microstructure.QueuePositionEstimator
  • com.quantfinlib.examples.QuickStartDemo
  • com.quantfinlib.sbe.QuoteFlyweight
  • com.quantfinlib.volatility.RangeVolatility
  • com.quantfinlib.screener.RankingEngine
  • com.quantfinlib.rates.RatesOptions
  • com.quantfinlib.ml.RegimeDetector
  • com.quantfinlib.report.Report
  • com.quantfinlib.report.Report.Builder
  • com.quantfinlib.report.ReportGenerator
  • com.quantfinlib.rfq.RfqAuction
  • com.quantfinlib.rfq.RfqDealerScorecard
  • com.quantfinlib.marketdata.RingBuffer<E>
  • com.quantfinlib.risk.RiskMetricRegistry
  • com.quantfinlib.risk.RiskMetrics
  • com.quantfinlib.optimization.RiskParityOptimizer
  • com.quantfinlib.backtest.strategies.RsiStrategy (implements com.quantfinlib.backtest.TradingStrategy)
  • com.quantfinlib.dsl.Rules
  • com.quantfinlib.pricing.SabrModel
  • com.quantfinlib.examples.ScaleBenchmark
  • com.quantfinlib.data.SeriesAligner
  • com.quantfinlib.risk.SettlementRiskAnalyzer
  • com.quantfinlib.trading.ShardedTradingEngine (implements java.lang.AutoCloseable)
  • com.quantfinlib.examples.ShardScaleBenchmark
  • com.quantfinlib.backtest.validation.SharpeValidation
  • com.quantfinlib.rates.ShortRateModels
  • com.quantfinlib.microstructure.SignalEngine
  • com.quantfinlib.alpha.SignalEvaluator
  • com.quantfinlib.simulation.SimulationResult
  • com.quantfinlib.crb.SkewedQuoter
  • com.quantfinlib.backtest.strategies.SmaCrossStrategy (implements com.quantfinlib.backtest.TradingStrategy)
  • com.quantfinlib.execution.SmartOrderRouter
  • com.quantfinlib.backtest.SorExecution (implements com.quantfinlib.backtest.ExecutionModel)
  • com.quantfinlib.execution.SpreadExecutionAlgo
  • com.quantfinlib.microstructure.SpreadForecaster
  • com.quantfinlib.screener.StockScreener
  • com.quantfinlib.dsl.StrategyBuilder
  • com.quantfinlib.dsl.StrategyBuilder.DslStrategy (implements com.quantfinlib.backtest.TradingStrategy)
  • com.quantfinlib.indicators.StreamingIndicators
  • com.quantfinlib.indicators.StreamingIndicators.Ema
  • com.quantfinlib.indicators.StreamingIndicators.Macd
  • com.quantfinlib.indicators.StreamingIndicators.Rsi
  • com.quantfinlib.indicators.StreamingIndicators.Sma
  • com.quantfinlib.indicators.StreamingIndicators.Vwap
  • com.quantfinlib.risk.StressTester
  • com.quantfinlib.pricing.StructuredNotes
  • com.quantfinlib.rates.Svensson
  • com.quantfinlib.report.SvgCharts
  • com.quantfinlib.fx.SwapPointsCurve
  • com.quantfinlib.fx.SwapPointsCurve.Builder
  • com.quantfinlib.rates.SwapPricer
  • com.quantfinlib.marketdata.SymbolRegistry
  • com.quantfinlib.fx.SyntheticCross
  • com.quantfinlib.screener.TechnicalFilters
  • com.quantfinlib.backtest.tick.TickBacktester (implements com.quantfinlib.data.TickFileReader.ReplayHandler, com.quantfinlib.backtest.tick.TickTradingContext)
  • com.quantfinlib.data.TickCapture (implements java.lang.AutoCloseable, com.quantfinlib.marketdata.TickListener)
  • com.quantfinlib.data.TickFileReader
  • com.quantfinlib.data.TickFileWriter (implements java.lang.AutoCloseable)
  • com.quantfinlib.marketdata.TickRingBuffer
  • com.quantfinlib.microstructure.TickSizeSchedule
  • com.quantfinlib.microstructure.TickSizeSchedule.Builder
  • com.quantfinlib.pricing.TouchOption
  • com.quantfinlib.backtest.TradeAnalytics
  • com.quantfinlib.microstructure.TradeClassifier
  • com.quantfinlib.sbe.TradeFlyweight
  • com.quantfinlib.trading.TradingDashboard (implements java.lang.AutoCloseable)
  • com.quantfinlib.microstructure.TransactionCostAnalyzer
  • com.quantfinlib.pricing.TriangularArbitrage
  • com.quantfinlib.execution.TwapScheduler
  • com.quantfinlib.execution.Ucb1Selector
  • com.quantfinlib.data.UniverseCsvLoader
  • com.quantfinlib.pricing.VannaVolga
  • com.quantfinlib.risk.VarBacktest
  • com.quantfinlib.risk.VarEngine
  • com.quantfinlib.microstructure.VarianceRatio
  • com.quantfinlib.pricing.VarianceSwap
  • com.quantfinlib.execution.VenueBenchmark
  • com.quantfinlib.execution.VenueScorecard
  • com.quantfinlib.microstructure.VolatilityCurve
  • com.quantfinlib.volatility.VolatilityDecomposition
  • com.quantfinlib.ml.VolatilityForecaster
  • com.quantfinlib.volatility.VolatilityIndex
  • com.quantfinlib.pricing.VolSurface
  • com.quantfinlib.pricing.VolSurface.Builder
  • com.quantfinlib.microstructure.VolumeCurve
  • com.quantfinlib.microstructure.Vpin
  • com.quantfinlib.execution.VwapScheduler
  • com.quantfinlib.backtest.validation.WalkForwardAnalyzer
  • com.quantfinlib.feed.WebSocketFeed (implements java.lang.AutoCloseable)
  • com.quantfinlib.hedging.WhalleyWilmott
  • com.quantfinlib.execution.WmrFixingScheduler
  • com.quantfinlib.report.XlsxReportExporter (implements com.quantfinlib.report.ReportExporter)
  • com.quantfinlib.rates.YieldCurve

Interface Hierarchy

• com.quantfinlib.alpha.AlphaBacktester.WeightBuilder
• com.quantfinlib.alpha.AlphaFactor
• com.quantfinlib.persist.Checkpoint.StateReader
• com.quantfinlib.persist.Checkpoint.StateWriter
• com.quantfinlib.backtest.ExecutionModel
• com.quantfinlib.feed.FeedParser
• com.quantfinlib.fix.FixSession.Listener
• com.quantfinlib.fix.FixSessionStore
• com.quantfinlib.orderbook.HftOrderBook.TradeSink
• com.quantfinlib.marketdata.MarketDataListener
• com.quantfinlib.marketdata.Nbbo.Listener
• com.quantfinlib.orderbook.OrderBook.TradeListener
• com.quantfinlib.trading.OrderGateway
• com.quantfinlib.trading.OrderGateway.ExecutionListener
• com.quantfinlib.trading.OrderListener
• com.quantfinlib.backtest.portfolio.PortfolioStrategy
• com.quantfinlib.report.ReportExporter
• com.quantfinlib.risk.RiskMetric
• com.quantfinlib.dsl.Rule
• com.quantfinlib.screener.ScreenFilter
• com.quantfinlib.backtest.validation.StrategyFactory
• com.quantfinlib.data.TickFileReader.ReplayHandler
• com.quantfinlib.marketdata.TickListener
• com.quantfinlib.backtest.tick.TickStrategy
• com.quantfinlib.backtest.tick.TickTradingContext
• com.quantfinlib.backtest.TradeCostModel
• com.quantfinlib.backtest.TradingStrategy
• com.quantfinlib.risk.VarEngine.ScenarioReval

Enum Class Hierarchy

• java.lang.Object
  • java.lang.Enum<E> (implements java.lang.Comparable<T>, java.lang.constant.Constable, java.io.Serializable)
    • com.quantfinlib.execution.BenchmarkExecutor.Benchmark
    • com.quantfinlib.pricing.BinomialTree.ExerciseStyle
    • com.quantfinlib.pricing.BlackScholes.OptionType
    • com.quantfinlib.rates.BusinessCalendar.Roll
    • com.quantfinlib.microstructure.CircuitBreakers.Halt
    • com.quantfinlib.microstructure.CircuitBreakers.LuldState
    • com.quantfinlib.data.CorporateActions.Type
    • com.quantfinlib.fx.CrossRateEngine.Op
    • com.quantfinlib.rates.DayCount
    • com.quantfinlib.risk.FrtbEs.TrafficLight
    • com.quantfinlib.trading.OrderStatus
    • com.quantfinlib.risk.PnlAttribution.Zone
    • com.quantfinlib.data.PointInTimeUniverse.EventType
    • com.quantfinlib.orderbook.Side
    • com.quantfinlib.backtest.Signal

Record Class Hierarchy

• java.lang.Object
  • java.lang.Record
    • com.quantfinlib.execution.AdaptiveSor.Config
    • com.quantfinlib.execution.AdaptiveSor.RoutingDecision
    • com.quantfinlib.microstructure.AlmgrenChriss.Params
    • com.quantfinlib.microstructure.AlmgrenChriss.Trajectory
    • com.quantfinlib.alpha.AlphaBacktester.Config
    • com.quantfinlib.alpha.AlphaBacktester.Result
    • com.quantfinlib.alpha.AlphaReport.Attribution
    • com.quantfinlib.alpha.AlphaReport.Decay
    • com.quantfinlib.alpha.AlphaValidation.CrossValidationResult
    • com.quantfinlib.alpha.AlphaValidation.Fold
    • com.quantfinlib.alpha.AlphaValidation.RobustnessResult
    • com.quantfinlib.alpha.AlphaValidation.SensitivityResult
    • com.quantfinlib.alpha.AlphaValidation.WalkForwardResult
    • com.quantfinlib.ml.AnomalyDetector.Anomaly
    • com.quantfinlib.microstructure.Auction.Result
    • com.quantfinlib.backtest.BacktestConfig
    • com.quantfinlib.core.Bar
    • com.quantfinlib.backtest.BenchmarkComparison.Result
    • com.quantfinlib.execution.BenchmarkExecutor.MarketState
    • com.quantfinlib.regulatory.BestExecutionAnalyzer.BestExecutionReport
    • com.quantfinlib.regulatory.BestExecutionAnalyzer.OrderOutcome
    • com.quantfinlib.pricing.BlackScholes.Greeks
    • com.quantfinlib.orderbook.BookAnalytics.SweepResult
    • com.quantfinlib.alpha.CalendarAnomalies.DayOfWeekProfile
    • com.quantfinlib.alpha.CalendarAnomalies.TurnOfMonth
    • com.quantfinlib.crb.CentralRiskBook.CrbReport
    • com.quantfinlib.hedging.CointegrationTest.EngleGrangerResult
    • com.quantfinlib.risk.ComponentVar.Allocation
    • com.quantfinlib.data.CorporateActions.CorporateAction
    • com.quantfinlib.risk.CounterpartyExposureTracker.CounterpartyTrade
    • com.quantfinlib.risk.CovarianceShrinkage.Result
    • com.quantfinlib.crb.CrbAutoHedger.HedgeOrder
    • com.quantfinlib.crb.CrbRouter.Allocation
    • com.quantfinlib.crb.CrbRouter.DarkVenue
    • com.quantfinlib.backtest.portfolio.CrossSectionalMomentum.Config
    • com.quantfinlib.execution.DarkPoolSimulator.Fill
    • com.quantfinlib.hedging.DeltaHedger.Config
    • com.quantfinlib.hedging.DeltaHedger.HedgeReport
    • com.quantfinlib.backtest.DrawdownAnalytics.Drawdown
    • com.quantfinlib.backtest.DrawdownAnalytics.Result
    • com.quantfinlib.volatility.Egarch11.Params
    • com.quantfinlib.microstructure.Execution
    • com.quantfinlib.backtest.ExecutionAlgoBacktester.Config
    • com.quantfinlib.backtest.ExecutionAlgoBacktester.Result
    • com.quantfinlib.fix.ExecutionReport
    • com.quantfinlib.risk.ExtremeValueTheory.GpdFit
    • com.quantfinlib.alpha.FamaMacBeth.Result
    • com.quantfinlib.feed.FeedTrade
    • com.quantfinlib.regulatory.FixAnalyzer.FixImpactReport
    • com.quantfinlib.fix.FixSession.Config
    • com.quantfinlib.fix.FixSessionStore.StoredMessage
    • com.quantfinlib.screener.Fundamentals
    • com.quantfinlib.hedging.FxHedger.FxExposure
    • com.quantfinlib.fx.FxVolSurface.SmilePillar
    • com.quantfinlib.volatility.Garch11.Params
    • com.quantfinlib.volatility.GjrGarch11.Params
    • com.quantfinlib.hedging.GreekHedger.Instrument
    • com.quantfinlib.backtest.validation.GridSearchOptimizer.Candidate
    • com.quantfinlib.volatility.HarRv.Params
    • com.quantfinlib.pricing.Heston.Params
    • com.quantfinlib.trading.HftQuoter.Config
    • com.quantfinlib.indicators.Indicators.Adx
    • com.quantfinlib.indicators.Indicators.Bollinger
    • com.quantfinlib.indicators.Indicators.Donchian
    • com.quantfinlib.indicators.Indicators.Ichimoku
    • com.quantfinlib.indicators.Indicators.Keltner
    • com.quantfinlib.indicators.Indicators.Macd
    • com.quantfinlib.indicators.Indicators.StochRsi
    • com.quantfinlib.indicators.Indicators.SuperTrend
    • com.quantfinlib.crb.InternalizationEngine.Decision
    • com.quantfinlib.execution.LiquiditySeekingAlgo.Config
    • com.quantfinlib.marketdata.MarketDataEvent
    • com.quantfinlib.backtest.validation.MonteCarloTradeShuffle.Result
    • com.quantfinlib.rates.NelsonSiegel.Fit
    • com.quantfinlib.fix.NewOrderSingle
    • com.quantfinlib.hedging.OptionsBook.BookGreeks
    • com.quantfinlib.hedging.OptionsBook.OptionPosition
    • com.quantfinlib.hedging.OptionsBook.PnlExplain
    • com.quantfinlib.fix.OrderCancelReplaceRequest
    • com.quantfinlib.fix.OrderCancelRequest
    • com.quantfinlib.execution.OrderPlacementPolicy.Placement
    • com.quantfinlib.execution.OrderPlacementPolicy.PostRegion
    • com.quantfinlib.microstructure.OrnsteinUhlenbeck.Params
    • com.quantfinlib.backtest.validation.OverfitProbability.Result
    • com.quantfinlib.hedging.PairsHedger.PairsAnalysis
    • com.quantfinlib.trading.PaperTradingGateway.AccountSnapshot
    • com.quantfinlib.backtest.ParentOrder
    • com.quantfinlib.backtest.PerformanceMetrics
    • com.quantfinlib.risk.PnlAttribution.Result
    • com.quantfinlib.data.PointInTimeUniverse.TerminalEvent
    • com.quantfinlib.risk.Portfolio.Position
    • com.quantfinlib.backtest.portfolio.PortfolioBacktester.Config
    • com.quantfinlib.backtest.portfolio.PortfolioBacktester.Result
    • com.quantfinlib.execution.PortfolioExecutor.Config
    • com.quantfinlib.optimization.PortfolioOptimizer.Allocation
    • com.quantfinlib.risk.PortfolioRiskAnalyzer.RiskReport
    • com.quantfinlib.risk.PreTradeLimitChecker.CheckResult
    • com.quantfinlib.risk.PreTradeLimitChecker.OrderRequest
    • com.quantfinlib.backtest.validation.PurgedKFold.Split
    • com.quantfinlib.screener.RankingEngine.ScoredStock
    • com.quantfinlib.ml.RegimeDetector.RegimeModel
    • com.quantfinlib.report.Report.Section
    • com.quantfinlib.pricing.SabrModel.Params
    • com.quantfinlib.risk.SettlementRiskAnalyzer.SettlementLeg
    • com.quantfinlib.microstructure.SignalEngine.Config
    • com.quantfinlib.alpha.SignalEvaluator.QuantileReport
    • com.quantfinlib.alpha.SignalEvaluator.Report
    • com.quantfinlib.crb.SkewedQuoter.Quote
    • com.quantfinlib.execution.Slice
    • com.quantfinlib.execution.SmartOrderRouter.RouteLeg
    • com.quantfinlib.execution.SmartOrderRouter.RoutingPlan
    • com.quantfinlib.backtest.SorExecution.VenueConfig
    • com.quantfinlib.execution.SpreadExecutionAlgo.Children
    • com.quantfinlib.screener.StockSnapshot
    • com.quantfinlib.risk.StressTester.ReverseStress
    • com.quantfinlib.rates.Svensson.Fit
    • com.quantfinlib.backtest.tick.TickBacktester.Config
    • com.quantfinlib.backtest.tick.TickBacktester.TickBacktestResult
    • com.quantfinlib.backtest.Trade
    • com.quantfinlib.backtest.TradeAnalytics.Result
    • com.quantfinlib.microstructure.TransactionCostAnalyzer.TcaReport
    • com.quantfinlib.pricing.TriangularArbitrage.Quote
    • com.quantfinlib.risk.VarBacktest.VarBacktestResult
    • com.quantfinlib.risk.VarEngine.VarResult
    • com.quantfinlib.microstructure.VarianceRatio.Result
    • com.quantfinlib.execution.VenueBenchmark.Sample
    • com.quantfinlib.execution.VenueBenchmark.VenueStats
    • com.quantfinlib.execution.VenueQuote
    • com.quantfinlib.volatility.VolatilityDecomposition.Decomposition
    • com.quantfinlib.backtest.validation.WalkForwardAnalyzer.Fold
    • com.quantfinlib.backtest.validation.WalkForwardAnalyzer.WalkForwardResult
    • com.quantfinlib.hedging.WhalleyWilmott.Action