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

Packages that use MeanVarianceObjectiveUtility

Package	Description
org.drip.execution.adaptive	Coordinated Variation Based Adaptive Execution
org.drip.execution.nonadaptive	Almgren-Chriss Static Optimal Trajectory

Uses of MeanVarianceObjectiveUtility in org.drip.execution.adaptive

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

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

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

Constructor	Description
CoordinatedVariationTrajectoryGenerator(OrderSpecification orderSpecification, CoordinatedVariation coordinatedVariation, MeanVarianceObjectiveUtility meanVarianceObjectiveUtility, NonDimensionalCostEvolver nonDimensionalCostEvolver, int tradeRateInitializer)	CoordinatedVariationTrajectoryGenerator Constructor

Uses of MeanVarianceObjectiveUtility in org.drip.execution.nonadaptive

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

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