Class TransactionChargeFixed
java.lang.Object
org.drip.portfolioconstruction.core.Block
org.drip.portfolioconstruction.cost.TransactionCharge
org.drip.portfolioconstruction.cost.TransactionChargeFixed
public class TransactionChargeFixed extends TransactionCharge
TransactionChargeFixed contains the Parameters for the Fixed 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
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Constructor Summary
Constructors Constructor Description TransactionChargeFixed(java.lang.String name, java.lang.String id, java.lang.String description, double fixedCharge)
TransactionChargeFixed Constructor -
Method Summary
Modifier and Type Method Description double
estimate(double initialSize, double finalSize)
Estimate the Transaction Charge for a Single Holdings Changedouble
fixedCharge()
Retrieve the Fixed Transaction Cost ChargeMethods 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
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Constructor Details
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TransactionChargeFixed
public TransactionChargeFixed(java.lang.String name, java.lang.String id, java.lang.String description, double fixedCharge) throws java.lang.ExceptionTransactionChargeFixed Constructor- Parameters:
name
- Transaction Charge Nameid
- Transaction Charge IDdescription
- Description of the Transaction ChargefixedCharge
- Fixed Transaction Charge- Throws:
java.lang.Exception
- Thrown if the Inputs are Invalid
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Method Details
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fixedCharge
public double fixedCharge()Retrieve the Fixed Transaction Cost Charge- Returns:
- The Fixed Transaction Cost Charge
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estimate
public double estimate(double initialSize, double finalSize) throws java.lang.ExceptionDescription copied from class:TransactionCharge
Estimate the Transaction Charge for a Single Holdings Change- Specified by:
estimate
in classTransactionCharge
- Parameters:
initialSize
- Initial SizefinalSize
- Final Size- Returns:
- The Transaction Charge Estimate
- Throws:
java.lang.Exception
- Thrown if the Inputs are Invalid
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