Package org.drip.portfolioconstruction.objective

Class CustomTransactionChargeTerm

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ObjectiveTerm

org.drip.portfolioconstruction.objective.CustomTransactionChargeTerm

public abstract class CustomTransactionChargeTerm
extends ObjectiveTerm

CustomTransactionChargeTerm implements the Objective Term that models the Custom Transaction Charge associated with a Portfolio Transaction.

• Module = Portfolio Core Module
• Library = Asset Allocation Analytics
• Project = Portfolio Construction under Allocation Constraints
• Package = Portfolio Construction Objective Term Suite

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
CustomTransactionChargeTerm(java.lang.String name, double[] initialHoldingsArray, TransactionCharge[] transactionChargeArray)	CustomTransactionChargeTerm Constructor

Method Summary

Methods inherited from class org.drip.portfolioconstruction.optimizer.ObjectiveTerm

initialHoldingsArray

Methods inherited from class org.drip.portfolioconstruction.optimizer.FormulationTerm

category, rdtoR1

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

Constructor Details

CustomTransactionChargeTerm

public CustomTransactionChargeTerm(java.lang.String name,
double[] initialHoldingsArray,
TransactionCharge[] transactionChargeArray)
                            throws java.lang.Exception

CustomTransactionChargeTerm Constructor

Parameters:

name - Name of the Objective Term

initialHoldingsArray - Array of Initial Holdings

transactionChargeArray - Array of Asset Transaction Charge Instances

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid