Table of Contents

Class CostCurvePoint

Namespace
Balsam.TransactionCosts
Assembly
Balsam.Backtester.dll

A single transaction cost estimate

public class CostCurvePoint
Inheritance
CostCurvePoint
Inherited Members
Extension Methods

Constructors

CostCurvePoint(double, double, double)

Initializes a new cost curve point.

public CostCurvePoint(double quantity, double cost, double stdDev)

Parameters

quantity double
cost double
stdDev double

Properties

Cost

Gets the transaction cost estimate.

public double Cost { get; }

Property Value

double

Quantity

Gets the number of shares or contracts.

public double Quantity { get; }

Property Value

double

StdDev

Gets the standard deviation of the estimate.

public double StdDev { get; }

Property Value

double