Package org.drip.portfolioconstruction.objective

Class FixedChargeSellTerm

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ObjectiveTerm

org.drip.portfolioconstruction.objective.TransactionChargeTerm

org.drip.portfolioconstruction.objective.FixedChargeSellTerm

public class FixedChargeSellTerm
extends TransactionChargeTerm

FixedChargeSellTerm implements the Objective Term that optimizes the Charge incurred by the Sell Trades in the Target Portfolio under a Fixed Charge from the Starting Allocation.

• 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
FixedChargeSellTerm(java.lang.String name, double[] initialHoldingsArray, TransactionChargeFixed[] fixedTransactionChargeArray)	FixedChargeSellTerm Conastructor

Method Summary

Modifier and Type	Method	Description
RdToR1	rdtoR1()	The Rd To R1 Formulation Term

Methods inherited from class org.drip.portfolioconstruction.objective.TransactionChargeTerm

transactionChargeArray

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

initialHoldingsArray

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

category

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

FixedChargeSellTerm

public FixedChargeSellTerm(java.lang.String name,
double[] initialHoldingsArray,
TransactionChargeFixed[] fixedTransactionChargeArray)
                    throws java.lang.Exception

FixedChargeSellTerm Conastructor

Parameters:

name - Name of the Objective Term

initialHoldingsArray - Array of Initial Holdings

fixedTransactionChargeArray - Array of Asset Transaction Charge Instances

Throws:

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

Method Details

rdtoR1

public RdToR1 rdtoR1()

Description copied from class: FormulationTerm

The R^d To R¹ Formulation Term

Overrides:

rdtoR1 in class TransactionChargeTerm

Returns:

The R^d To R¹ Formulation Term