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

Packages that use PowerVarianceObjectiveUtility

Package	Description
org.drip.execution.risk

Uses of PowerVarianceObjectiveUtility in org.drip.execution.risk

Methods in org.drip.execution.risk that return PowerVarianceObjectiveUtility

Modifier and Type	Method and Description
static PowerVarianceObjectiveUtility	PowerVarianceObjectiveUtility.LiquidityVaR(double dblRiskAversion) Generate the Liquidity VaR Version of the Power Variance Utility Function