Package org.drip.portfolioconstruction.cost

Class TransactionChargeGoldmanSachsShortfall

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.cost.TransactionCharge

org.drip.portfolioconstruction.cost.TransactionChargeGoldmanSachsShortfall

public abstract class TransactionChargeGoldmanSachsShortfall
extends TransactionCharge

TransactionChargeGoldmanSachsShortfall contains the Parameters for the Goldman Sachs Shortfall Model.

• 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

Methods inherited from class org.drip.portfolioconstruction.cost.TransactionCharge

estimate

Methods inherited from class org.drip.portfolioconstruction.core.Block

description, hashCode, id, name, Standard, timeStamp

Methods inherited from class java.lang.Object

equals, getClass, notify, notifyAll, toString, wait, wait, wait