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
Properties
Cost
Gets the transaction cost estimate.
public double Cost { get; }
Property Value
Quantity
Gets the number of shares or contracts.
public double Quantity { get; }
Property Value
StdDev
Gets the standard deviation of the estimate.
public double StdDev { get; }