Package edu.cuny.cat.market.pricing

Policies for specialists to determine transaction prices.

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          Description

Class Summary
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.
 

Package edu.cuny.cat.market.pricing Description

Policies for specialists to determine transaction prices.