Package org.drip.execution.risk

Interface Summary

Interface	Description
ObjectiveUtility	ObjectiveUtility exposes the Objective Utility Function that needs to be optimized to extract the Optimal Execution Trajectory.

Class Summary

Class	Description
MeanVarianceObjectiveUtility	MeanVarianceObjectiveUtility implements the Mean-Variance Objective Utility Function that needs to be optimized to extract the Optimal Execution Trajectory.
PowerVarianceObjectiveUtility	PowerVarianceObjectiveUtility implements the Mean-Power-Variance Objective Utility Function that needs to be optimized to extract the Optimal Execution Trajectory.