Uses of Class
org.drip.portfolioconstruction.cost.TransactionCharge
Package | Description |
---|---|
org.drip.portfolioconstruction.composite |
Portfolio Construction Component Groups Suite
|
org.drip.portfolioconstruction.constraint |
Portfolio Construction Constraint Term Suite
|
org.drip.portfolioconstruction.cost |
Transaction Charge Objective Term Suite
|
org.drip.portfolioconstruction.objective |
Portfolio Construction Objective Term Suite
|
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Uses of TransactionCharge in org.drip.portfolioconstruction.composite
Methods in org.drip.portfolioconstruction.composite that return TransactionCharge Modifier and Type Method Description TransactionCharge[]
TransactionChargeGroup. constrict(Holdings holdings)
Constrict the Transaction Charge Array to those of the HoldingsTransactionCharge
TransactionChargeGroup. transactionCharge(java.lang.String assetID)
Retrieve the Asset's Transaction ChargeMethods in org.drip.portfolioconstruction.composite that return types with arguments of type TransactionCharge Modifier and Type Method Description java.util.Map<java.lang.String,TransactionCharge>
TransactionChargeGroup. transactionChargeMap()
Retrieve the Map of Transaction ChargeMethods in org.drip.portfolioconstruction.composite with parameters of type TransactionCharge Modifier and Type Method Description boolean
TransactionChargeGroup. add(java.lang.String assetID, TransactionCharge transactionCharge)
Add an Asset's Transaction Charge -
Uses of TransactionCharge in org.drip.portfolioconstruction.constraint
Methods in org.drip.portfolioconstruction.constraint that return TransactionCharge Modifier and Type Method Description TransactionCharge[]
LimitBudgetTermTransactionCharge. transactionChargeArray()
Retrieve the Array of Transaction ChargesTransactionCharge[]
LimitChargeTermIssuer. transactionChargeArray()
Retrieve the Array of Transaction ChargesMethods in org.drip.portfolioconstruction.constraint with parameters of type TransactionCharge Modifier and Type Method Description static LimitChargeTermIssuer
LimitChargeTermIssuer. Standard(java.lang.String name, Scope scope, Unit unit, double minimum, double maximum, double[] initialHoldingsArray, TransactionCharge[] transactionChargeArray)
Construct a Static Instance of LimitChargeTermIssuerConstructors in org.drip.portfolioconstruction.constraint with parameters of type TransactionCharge Constructor Description LimitBudgetTermTransactionCharge(java.lang.String name, Scope scope, Unit unit, double budget, double[] priceArray, double[] initialHoldingsArray, TransactionCharge[] transactionChargeArray)
LimitBudgetTermTransactionCharge ConstructorLimitChargeTermIssuer(java.lang.String name, java.lang.String strID, java.lang.String strDescription, Scope scope, Unit unit, double minimum, double maximum, double[] initialHoldingsArray, TransactionCharge[] transactionChargeArray)
LimitChargeTermIssuer Constructor -
Uses of TransactionCharge in org.drip.portfolioconstruction.cost
Subclasses of TransactionCharge in org.drip.portfolioconstruction.cost Modifier and Type Class Description class
TransactionChargeFixed
TransactionChargeFixed contains the Parameters for the Fixed Transaction Charge Scheme.class
TransactionChargeGoldmanSachsShortfall
TransactionChargeGoldmanSachsShortfall contains the Parameters for the Goldman Sachs Shortfall Model.class
TransactionChargeLinear
TransactionChargeLinear contains the Parameters for the Linear Transaction Charge Scheme.class
TransactionChargeMarketImpact
TransactionChargeMarketImpact contains the Parameters for the Power Law Transaction Charge Scheme. -
Uses of TransactionCharge in org.drip.portfolioconstruction.objective
Methods in org.drip.portfolioconstruction.objective that return TransactionCharge Modifier and Type Method Description TransactionCharge[]
TransactionChargeTerm. transactionChargeArray()
Retrieve the Array of Transaction ChargesConstructors in org.drip.portfolioconstruction.objective with parameters of type TransactionCharge Constructor Description CustomTransactionChargeTerm(java.lang.String name, Holdings initialHoldings, TransactionCharge[] transactionChargeArray)
CustomTransactionChargeTerm ConstructorFixedChargeTerm(java.lang.String name, Holdings initialHoldings, TransactionCharge[] fixedTransactionChargeArray)
FixedChargeTerm ConstructorShortSellChargeTerm(java.lang.String name, Holdings initialHoldings, TransactionCharge[] transactionChargeArray)
ShortSellChargeTerm Conastructor