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See:
Description
Class Summary | |
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DiscriminatoryPricingPolicy | A pricing policy in which we set the transaction price in the interval between the matched prices as determined by the parameter k. |
KPricingPolicy | Abstract superclass for auctioneer pricing policies parameterised by k. |
NPricingPolicy | A discriminatory pricing policy that uses the average of the last n pair of bid and ask prices leading to transactions as the clearing price. |
PricingPolicy | Defines how a transaction price is determined when a bid an an ask are matched. |
ScheduleBalancingPricingPolicy |
A KPricingPolicy that adjusts the value of k such that
the type of shouts that is outnumbered by the other type is favored. |
UniformPricingPolicy | A pricing policy in which we set the transaction price in the interval between the ask quote and the bid quote as determined by the parameter k. |
Policies for specialists to determine transaction prices.
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