Package org.drip.portfolioconstruction.cost

Transaction Charge Objective Term Suite

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
TransactionCharge	TransactionCharge contains the Parameters for the specified Transaction Charge Scheme.
TransactionChargeFixed	TransactionChargeFixed contains the Parameters for the Fixed Transaction Charge Scheme.
TransactionChargeGoldmanSachsShortfall	TransactionChargeGoldmanSachsShortfall contains the Parameters for the Goldman Sachs Shortfall Model.
TransactionChargeLinear	TransactionChargeLinear contains the Parameters for the Linear Transaction Charge Scheme.
TransactionChargeMarketImpact	TransactionChargeMarketImpact contains the Parameters for the Power Law Transaction Charge Scheme.