Uses of Class
org.drip.portfolioconstruction.cost.TransactionChargeMarketImpact
| Package | Description |
|---|---|
| org.drip.portfolioconstruction.cost |
Transaction Charge Objective Term Suite
|
| org.drip.portfolioconstruction.objective |
Portfolio Construction Objective Term Suite
|
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Uses of TransactionChargeMarketImpact in org.drip.portfolioconstruction.cost
Methods in org.drip.portfolioconstruction.cost that return TransactionChargeMarketImpact Modifier and Type Method Description static TransactionChargeMarketImpactTransactionChargeMarketImpact. ThreeFifthsPowerLaw(java.lang.String name, java.lang.String id, java.lang.String description, double coefficient)Construction of the Three-Fifth's Power Law TransactionChargeMarketImpact Instancestatic TransactionChargeMarketImpactTransactionChargeMarketImpact. TwoThirdsPowerLaw(java.lang.String name, java.lang.String id, java.lang.String description, double coefficient)Construction of the Two-Third's Power Law TransactionChargeMarketImpact Instance -
Uses of TransactionChargeMarketImpact in org.drip.portfolioconstruction.objective
Constructors in org.drip.portfolioconstruction.objective with parameters of type TransactionChargeMarketImpact Constructor Description MarketImpactChargeTerm(java.lang.String name, Holdings initialHoldings, TransactionChargeMarketImpact[] marketImpactTransactionChargeArray)MarketImpactChargeTerm Constructor