Uses of Class
org.drip.portfolioconstruction.optimizer.ObjectiveTerm

Packages that use ObjectiveTerm

Package	Description
org.drip.portfolioconstruction.objective	Portfolio Construction Objective Term Suite
org.drip.portfolioconstruction.optimizer	Core Portfolio Construction Optimizer Suite

Uses of ObjectiveTerm in org.drip.portfolioconstruction.objective

Subclasses of ObjectiveTerm in org.drip.portfolioconstruction.objective

Modifier and Type	Class	Description
class	CustomNetTaxGainsTerm	CustomNetTaxGainsTerm holds the Details of the Portfolio Custom Net Tax Gain Objective Term.
class	CustomTransactionChargeTerm	CustomTransactionChargeTerm implements the Objective Term that models the Custom Transaction Charge associated with a Portfolio Transaction.
class	ExpectedReturnsTerm	ExpectedReturnsTerm holds the Details of the Portfolio Expected Returns Based Objective Terms.
class	FixedChargeBuyTerm	FixedChargeBuyTerm implements the Objective Term that optimizes the Charges incurred by the Buy Trades in the Target Portfolio under a Fixed Charge from the Starting Allocation.
class	FixedChargeSellTerm	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.
class	FixedChargeTerm	FixedChargeTerm implements the Objective Term that optimizes the Charge incurred by the Buy/Sell Trades in the Target Portfolio under a Fixed Charge from the Starting Allocation.
class	GoldmanSachsShortfallTerm	GoldmanSachsShortfallTerm implements the Objective Term that optimizes the Charge incurred by the Buy/Sell Trades in the Target Portfolio using the Goldman Sachs Shortfall Model from the Starting Allocation.
class	LinearChargeBuyTerm	LinearChargeBuyTerm implements the Objective Term that optimizes the Charge incurred by the Buy Trades in the Target Portfolio under a Linear Transaction Charge from the Starting Allocation.
class	LinearChargeSellTerm	LinearChargeSellTerm implements the Objective Term that optimizes the Charge incurred by the Sell Trades in the Target Portfolio under a Linear Transaction Charge from the Starting Allocation.
class	LinearChargeTerm	LinearChargeTerm implements the Objective Term that optimizes the Charge of the Buy/Sell Trades in the Target Portfolio under a Linear Transaction Charge from the Starting Allocation.
class	LongTiltTerm	LongTiltTerm holds the Details of Long Tilt Unit Objective Term.
class	MarketImpactChargeTerm	MarketImpactChargeTerm implements the Objective Term that optimizes the Charge incurred by the Buy/Sell Trades in the Target Portfolio under a specified Market Impact Charge from the Starting Allocation.
class	NetTaxGainsTerm	NetTaxGainsTerm holds the Details of the Portfolio Net Tax Gain Objective Term.
class	NetTiltTerm	NetTiltTerm holds the Details of Net Tilt Unit Objective Term.
class	ReturnsTerm	ReturnsTerm holds the Details of the Portfolio Returns Based Objective Terms.
class	RiskTerm	RiskTerm holds the Details of the Portfolio Risk Objective Term.
class	RobustErrorTerm	RobustErrorTerm optimizes the Error in the Target Expected Absolute Return of the Portfolio on the Absence of Benchmark, and the Error in the Benchmark-Adjusted Returns Otherwise.
class	ShortSellChargeTerm	ShortSellChargeTerm implements the Objective Term that optimizes the Charge incurred by Short Sell Trades in the Target Portfolio from the Starting Allocation.
class	ShortTiltTerm	ShortTiltTerm holds the Details of Short Tilt Unit Objective Term.
class	StandardDeviationTerm	StandardDeviationTerm holds the Details of the Portfolio Risk (Standard Deviation) Objective Term.
class	TaxLiabilityTerm	TaxLiabilityTerm holds the Details of the Portfolio Net Tax Liability Objective Term.
class	TaxTerm	TaxTerm holds the Details of Abstract Tax Unit Objective Term.
class	TiltTerm	TiltTerm holds the Details of Abstract Tilt Unit Objective Term.
class	TransactionChargeTerm	TransactionChargeTerm implements the Objective Term that models the Charge associated with a Portfolio Transaction.
class	VarianceTerm	VarianceTerm holds the Details of the Portfolio Risk (Variance) Objective Term.

Uses of ObjectiveTerm in org.drip.portfolioconstruction.optimizer

Methods in org.drip.portfolioconstruction.optimizer that return ObjectiveTerm

Modifier and Type	Method	Description
ObjectiveTerm	ObjectiveTermUnit.objectiveTerm()	Retrieve the Objective Term

Constructors in org.drip.portfolioconstruction.optimizer with parameters of type ObjectiveTerm

Constructor	Description
ObjectiveTermUnit(ObjectiveTerm objectiveTerm, double weight)	ObjectiveTermUnit Constructor