TransactionChargeTerm

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.optimizer.FormulationTerm

org.drip.portfolioconstruction.optimizer.ObjectiveTerm

org.drip.portfolioconstruction.objective.TransactionChargeTerm

Direct Known Subclasses:: FixedChargeBuyTerm, FixedChargeSellTerm, FixedChargeTerm, GoldmanSachsShortfallTerm, LinearChargeBuyTerm, LinearChargeSellTerm, LinearChargeTerm, MarketImpactChargeTerm, ShortSellChargeTerm

public abstract class TransactionChargeTerm
extends ObjectiveTerm

TransactionChargeTerm implements the Objective Term that models the 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

Method Summary

Modifier and Type Method Description

RdToR1 rdtoR1()
The R^d To R¹ Formulation Term

TransactionCharge[] transactionChargeArray()
Retrieve the Array of Transaction Charges

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

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

Methods inherited from class org.drip.portfolioconstruction.core.Block
category, description, hashCode, id, name, Standard, timeStamp

Methods inherited from class java.lang.Object
equals, getClass, notify, notifyAll, toString, wait, wait, wait

Method Details
- transactionChargeArray
  
  public TransactionCharge[] transactionChargeArray()
  
  Retrieve the Array of Transaction Charges
  
  Returns:
  
  The Transaction Charge Array
- rdtoR1
  
  public RdToR1 rdtoR1()
  
  Description copied from class: FormulationTerm
  
  The R^d To R¹ Formulation Term
  
  Specified by:
  
  rdtoR1 in class FormulationTerm
  
  Returns:
  
  The R^d To R¹ Formulation Term