Uses of Class
org.drip.execution.risk.MeanVarianceObjectiveUtility

Packages that use MeanVarianceObjectiveUtility

Package	Description
org.drip.execution.adaptive
org.drip.execution.nonadaptive

Uses of MeanVarianceObjectiveUtility in org.drip.execution.adaptive

Methods in org.drip.execution.adaptive that return MeanVarianceObjectiveUtility

Modifier and Type	Method and Description
MeanVarianceObjectiveUtility	CoordinatedVariationTrajectoryGenerator.objectiveUtility() Retrieve the Mean Variance Objective Utility Function

Constructors in org.drip.execution.adaptive with parameters of type MeanVarianceObjectiveUtility

Constructor and Description
CoordinatedVariationTrajectoryGenerator(OrderSpecification os, CoordinatedVariation cv, MeanVarianceObjectiveUtility mvou, NonDimensionalCostEvolver ndce, int iTradeRateInitializer) CoordinatedVariationTrajectoryGenerator Constructor

Uses of MeanVarianceObjectiveUtility in org.drip.execution.nonadaptive

Constructors in org.drip.execution.nonadaptive with parameters of type MeanVarianceObjectiveUtility

Constructor and Description
ContinuousAlmgrenChriss(OrderSpecification os, LinearPermanentExpectationParameters lpep, MeanVarianceObjectiveUtility mvou) ContinuousAlmgrenChriss Constructor