Uses of Interface
org.drip.execution.risk.ObjectiveUtility

Packages that use ObjectiveUtility

Package	Description
org.drip.execution.nonadaptive	Almgren-Chriss Static Optimal Trajectory
org.drip.execution.risk	Optimal Execution MVO Efficient Frontier

Uses of ObjectiveUtility in org.drip.execution.nonadaptive

Methods in org.drip.execution.nonadaptive that return ObjectiveUtility

Modifier and Type	Method	Description
ObjectiveUtility	StaticOptimalScheme.objectiveUtility()	Retrieve the Optimizer Objective Utility Function

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

Constructor	Description
StaticOptimalSchemeContinuous(OrderSpecification os, ArithmeticPriceEvolutionParameters apep, ObjectiveUtility ou)	StaticOptimalSchemeContinuous Constructor
StaticOptimalSchemeDiscrete(DiscreteTradingTrajectoryControl dttc, ArithmeticPriceEvolutionParameters apep, ObjectiveUtility ou)	StaticOptimalSchemeDiscrete Constructor

Uses of ObjectiveUtility in org.drip.execution.risk

Classes in org.drip.execution.risk that implement ObjectiveUtility

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