| Package | Description |
|---|---|
| org.drip.execution.adaptive | |
| org.drip.execution.nonadaptive | |
| org.drip.execution.risk |
| Class and Description |
|---|
| MeanVarianceObjectiveUtility
MeanVarianceObjectiveUtility implements the Mean-Variance Objective Utility Function that needs to be
optimized to extract the Optimal Execution Trajectory.
|
| Class and Description |
|---|
| MeanVarianceObjectiveUtility
MeanVarianceObjectiveUtility implements the Mean-Variance Objective Utility Function that needs to be
optimized to extract the Optimal Execution Trajectory.
|
| ObjectiveUtility
ObjectiveUtility exposes the Objective Utility Function that needs to be optimized to extract the
Optimal Execution Trajectory.
|
| Class and Description |
|---|
| ObjectiveUtility
ObjectiveUtility exposes the 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.
|