Surrogates of the Stock Market - Trading Time Example 2
Price and Trading Time Generator
To measure price in trading time, we use the
original price increments for the
vertical coordinates, and the trading time
increments for the horizontal coordinates.
That is, the generator has vertices
(0, 0), (dT1, dY1),
(dT1 + dT2, dY1 + dY2),
and (1, 1).