TransactionCharge

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.cost.TransactionCharge

Direct Known Subclasses:: TransactionChargeFixed, TransactionChargeGoldmanSachsShortfall, TransactionChargeLinear, TransactionChargeMarketImpact

public abstract class TransactionCharge
extends Block

TransactionCharge contains the Parameters for the specified Transaction Charge Scheme.

Module = Portfolio Core Module
Library = Asset Allocation Analytics
Project = Portfolio Construction under Allocation Constraints
Package = Transaction Charge Objective Term Suite

Author:: Lakshmi Krishnamurthy

Method Summary

Modifier and Type Method Description

abstract double estimate(double initialSize, double finalSize)
Estimate the Transaction Charge for a Single Holdings Change

Methods inherited from class org.drip.portfolioconstruction.core.Block
category, description, hashCode, id, name, Standard, timeStamp

Methods inherited from class java.lang.Object
equals, getClass, notify, notifyAll, toString, wait, wait, wait

Method Details
- estimate
  
  public abstract double estimate(double initialSize, double finalSize) throws java.lang.Exception
  
  Estimate the Transaction Charge for a Single Holdings Change
  
  Parameters:
  
  initialSize - Initial Size
  
  finalSize - Final Size
  
  Returns:
  
  The Transaction Charge Estimate
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid