Package com.activequant.trading.virtual

Interface Summary
IExchange  
 

Class Summary
LimitOrderBook See http://journal.r-project.org/archive/2011-1/RJournal_2011-1_Kane~et~al.pdf see http://dl.dropbox.com/u/3001534/engine.c see http://www.mathworks.com/matlabcentral/fileexchange/28156-limit-order-book-simulation
LimitOrderBookMatcher  
Simulator  
TradingSystemSample  
VirtualExchange  
 



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