From a7d736520140b9742c261577f6d2fee07f4df9b4 Mon Sep 17 00:00:00 2001 From: Lakshmi Krishnamurthy Date: Sat, 27 Jan 2024 22:15:30 -0500 Subject: [PATCH] Features: - OMS Indifference Reservation Pricer Shell (11, 12, 13) - OMS Indifference Position Vertex Shell #1 (14, 15, 16) - Holdings Vertex Money Market Units (18, 19) - Holdings Vertex Claims Units Count (20, 21) - Holdings Vertex Underlier Units Count (23, 24) - OMS Indifference Reservation Pricer Contructor (25, 26, 27) - OMS Indifference Realization Vertex Shell (28, 29, 30) - Realization Vertex Money Market Price (31, 32) - Realization Vertex Underlying Asset Price (33, 34) - OMS Indifference Realization Vertex Constructor (35, 36, 37) - OMS Indifference Position Vertex Shell #2 (38, 39, 40) - OMS Indifference Position Vertex Inventory (41, 42) - OMS Indifference Position Vertex Realization (43, 44) - Position Vertex Claims Payoff Function (45, 46) - OMS Indifference Position Vertex Constructor (47, 48, 49) - Position Vertex 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.../class-use/CreditDefaultSwapClient.html | 4 +- .../service/class-use/CreditStateClient.html | 4 +- .../class-use/DateManipulationClient.html | 4 +- .../service/class-use/DepositClient.html | 4 +- .../service/class-use/FixFloatClient.html | 4 +- .../class-use/FixedAssetBackedClient.html | 4 +- .../class-use/ForwardRateFuturesClient.html | 4 +- .../service/class-use/FundingStateClient.html | 4 +- .../class-use/PrepayAssetBackedClient.html | 4 +- .../ReturnsConstrainedAllocationClient.html | 4 +- .../service/class-use/TreasuryBondClient.html | 4 +- .../drip/sample/service/package-summary.html | 4 +- .../org/drip/sample/service/package-tree.html | 4 +- .../org/drip/sample/service/package-use.html | 4 +- .../BannisterEppsteinSinglePair.html | 4 +- .../BannisterEppsteinSingleSource.html | 4 +- .../shortestpath/BellmanFordSinglePair.html | 4 +- .../shortestpath/BellmanFordSingleSource.html | 4 +- .../shortestpath/DijkstraSinglePair.html | 4 +- .../shortestpath/DijkstraSingleSource.html | 4 +- .../shortestpath/JohnsonSinglePair.html | 4 +- .../shortestpath/JohnsonSingleSource.html | 4 +- .../JohnsonSingleSourceNegativeWeight.html | 4 +- .../YenEdgePartitionSinglePair.html | 4 +- .../YenEdgePartitionSingleSource.html | 4 +- .../YenReducedRelaxationSinglePair.html | 4 +- .../YenReducedRelaxationSingleSource.html | 4 +- .../BannisterEppsteinSinglePair.html | 4 +- .../BannisterEppsteinSingleSource.html | 4 +- .../class-use/BellmanFordSinglePair.html | 4 +- .../class-use/BellmanFordSingleSource.html | 4 +- .../class-use/DijkstraSinglePair.html | 4 +- .../class-use/DijkstraSingleSource.html | 4 +- .../class-use/JohnsonSinglePair.html | 4 +- .../class-use/JohnsonSingleSource.html | 4 +- .../JohnsonSingleSourceNegativeWeight.html | 4 +- .../class-use/YenEdgePartitionSinglePair.html | 4 +- .../YenEdgePartitionSingleSource.html | 4 +- .../YenReducedRelaxationSinglePair.html | 4 +- .../YenReducedRelaxationSingleSource.html | 4 +- .../sample/shortestpath/package-summary.html | 4 +- .../sample/shortestpath/package-tree.html | 4 +- .../drip/sample/shortestpath/package-use.html | 4 +- .../org/drip/sample/simm/ProductMargin20.html | 4 +- .../org/drip/sample/simm/ProductMargin21.html | 4 +- .../org/drip/sample/simm/ProductMargin24.html | 4 +- .../simm/class-use/ProductMargin20.html | 4 +- .../simm/class-use/ProductMargin21.html | 4 +- .../simm/class-use/ProductMargin24.html | 4 +- .../org/drip/sample/simm/package-summary.html | 4 +- .../org/drip/sample/simm/package-tree.html | 4 +- Javadoc/org/drip/sample/simm/package-use.html | 4 +- ...tNonQualifyingBucketCurvatureMargin20.html | 4 +- ...tNonQualifyingBucketCurvatureMargin21.html | 4 +- ...tNonQualifyingBucketCurvatureMargin24.html | 4 +- ...QualifyingBucketCurvatureMarginFlow20.html | 4 +- ...QualifyingBucketCurvatureMarginFlow21.html | 4 +- ...QualifyingBucketCurvatureMarginFlow24.html | 4 +- ...reditNonQualifyingBucketDeltaMargin20.html | 4 +- ...reditNonQualifyingBucketDeltaMargin21.html | 4 +- ...reditNonQualifyingBucketDeltaMargin24.html | 4 +- ...tNonQualifyingBucketDeltaMarginFlow20.html | 4 +- ...tNonQualifyingBucketDeltaMarginFlow21.html | 4 +- ...tNonQualifyingBucketDeltaMarginFlow24.html | 4 +- ...CreditNonQualifyingBucketVegaMargin20.html | 4 +- ...CreditNonQualifyingBucketVegaMargin21.html | 4 +- ...CreditNonQualifyingBucketVegaMargin24.html | 4 +- ...itNonQualifyingBucketVegaMarginFlow20.html | 4 +- ...itNonQualifyingBucketVegaMarginFlow21.html | 4 +- ...itNonQualifyingBucketVegaMarginFlow24.html | 4 +- .../CreditNonQualifyingClassMargin20.html | 4 +- .../CreditNonQualifyingClassMargin21.html | 4 +- .../CreditNonQualifyingClassMargin24.html | 4 +- .../CreditNonQualifyingCurvatureMargin20.html | 4 +- .../CreditNonQualifyingCurvatureMargin21.html | 4 +- .../CreditNonQualifyingCurvatureMargin24.html | 4 +- .../CreditNonQualifyingDeltaMargin20.html | 4 +- .../CreditNonQualifyingDeltaMargin21.html | 4 +- .../CreditNonQualifyingDeltaMargin24.html | 4 +- .../CreditNonQualifyingVegaMargin20.html | 4 +- .../CreditNonQualifyingVegaMargin21.html | 4 +- .../CreditNonQualifyingVegaMargin24.html | 4 +- ...tNonQualifyingBucketCurvatureMargin20.html | 4 +- ...tNonQualifyingBucketCurvatureMargin21.html | 4 +- ...tNonQualifyingBucketCurvatureMargin24.html | 4 +- ...QualifyingBucketCurvatureMarginFlow20.html | 4 +- ...QualifyingBucketCurvatureMarginFlow21.html | 4 +- ...QualifyingBucketCurvatureMarginFlow24.html | 4 +- ...reditNonQualifyingBucketDeltaMargin20.html | 4 +- ...reditNonQualifyingBucketDeltaMargin21.html | 4 +- ...reditNonQualifyingBucketDeltaMargin24.html | 4 +- ...tNonQualifyingBucketDeltaMarginFlow20.html | 4 +- ...tNonQualifyingBucketDeltaMarginFlow21.html | 4 +- ...tNonQualifyingBucketDeltaMarginFlow24.html | 4 +- ...CreditNonQualifyingBucketVegaMargin20.html | 4 +- ...CreditNonQualifyingBucketVegaMargin21.html | 4 +- ...CreditNonQualifyingBucketVegaMargin24.html | 4 +- ...itNonQualifyingBucketVegaMarginFlow20.html | 4 +- ...itNonQualifyingBucketVegaMarginFlow21.html | 4 +- ...itNonQualifyingBucketVegaMarginFlow24.html | 4 +- .../CreditNonQualifyingClassMargin20.html | 4 +- .../CreditNonQualifyingClassMargin21.html | 4 +- .../CreditNonQualifyingClassMargin24.html | 4 +- .../CreditNonQualifyingCurvatureMargin20.html | 4 +- .../CreditNonQualifyingCurvatureMargin21.html | 4 +- .../CreditNonQualifyingCurvatureMargin24.html | 4 +- .../CreditNonQualifyingDeltaMargin20.html | 4 +- .../CreditNonQualifyingDeltaMargin21.html | 4 +- .../CreditNonQualifyingDeltaMargin24.html | 4 +- .../CreditNonQualifyingVegaMargin20.html | 4 +- .../CreditNonQualifyingVegaMargin21.html | 4 +- .../CreditNonQualifyingVegaMargin24.html | 4 +- .../drip/sample/simmcrnq/package-summary.html | 4 +- .../drip/sample/simmcrnq/package-tree.html | 4 +- .../org/drip/sample/simmcrnq/package-use.html | 4 +- ...editQualifyingBucketCurvatureMargin20.html | 4 +- ...editQualifyingBucketCurvatureMargin21.html | 4 +- ...editQualifyingBucketCurvatureMargin24.html | 4 +- ...QualifyingBucketCurvatureMarginFlow20.html | 4 +- ...QualifyingBucketCurvatureMarginFlow21.html | 4 +- ...QualifyingBucketCurvatureMarginFlow24.html | 4 +- .../CreditQualifyingBucketDeltaMargin20.html | 4 +- .../CreditQualifyingBucketDeltaMargin21.html | 4 +- .../CreditQualifyingBucketDeltaMargin24.html | 4 +- ...editQualifyingBucketDeltaMarginFlow20.html | 4 +- ...editQualifyingBucketDeltaMarginFlow21.html | 4 +- ...editQualifyingBucketDeltaMarginFlow24.html | 4 +- .../CreditQualifyingBucketVegaMargin20.html | 4 +- .../CreditQualifyingBucketVegaMargin21.html | 4 +- .../CreditQualifyingBucketVegaMargin24.html | 4 +- ...reditQualifyingBucketVegaMarginFlow20.html | 4 +- ...reditQualifyingBucketVegaMarginFlow21.html | 4 +- ...reditQualifyingBucketVegaMarginFlow24.html | 4 +- .../CreditQualifyingClassMargin20.html | 4 +- .../CreditQualifyingClassMargin21.html | 4 +- .../CreditQualifyingClassMargin24.html | 4 +- .../CreditQualifyingCurvatureMargin20.html | 4 +- .../CreditQualifyingCurvatureMargin21.html | 4 +- .../CreditQualifyingCurvatureMargin24.html | 4 +- .../CreditQualifyingDeltaMargin20.html | 4 +- .../CreditQualifyingDeltaMargin21.html | 4 +- .../CreditQualifyingDeltaMargin24.html | 4 +- .../simmcrq/CreditQualifyingVegaMargin20.html | 4 +- .../simmcrq/CreditQualifyingVegaMargin21.html | 4 +- .../simmcrq/CreditQualifyingVegaMargin24.html | 4 +- ...editQualifyingBucketCurvatureMargin20.html | 4 +- ...editQualifyingBucketCurvatureMargin21.html | 4 +- ...editQualifyingBucketCurvatureMargin24.html | 4 +- ...QualifyingBucketCurvatureMarginFlow20.html | 4 +- ...QualifyingBucketCurvatureMarginFlow21.html | 4 +- ...QualifyingBucketCurvatureMarginFlow24.html | 4 +- .../CreditQualifyingBucketDeltaMargin20.html | 4 +- .../CreditQualifyingBucketDeltaMargin21.html | 4 +- .../CreditQualifyingBucketDeltaMargin24.html | 4 +- ...editQualifyingBucketDeltaMarginFlow20.html | 4 +- ...editQualifyingBucketDeltaMarginFlow21.html | 4 +- ...editQualifyingBucketDeltaMarginFlow24.html | 4 +- .../CreditQualifyingBucketVegaMargin20.html | 4 +- .../CreditQualifyingBucketVegaMargin21.html | 4 +- .../CreditQualifyingBucketVegaMargin24.html | 4 +- ...reditQualifyingBucketVegaMarginFlow20.html | 4 +- ...reditQualifyingBucketVegaMarginFlow21.html | 4 +- ...reditQualifyingBucketVegaMarginFlow24.html | 4 +- .../CreditQualifyingClassMargin20.html | 4 +- .../CreditQualifyingClassMargin21.html | 4 +- .../CreditQualifyingClassMargin24.html | 4 +- .../CreditQualifyingCurvatureMargin20.html | 4 +- .../CreditQualifyingCurvatureMargin21.html | 4 +- .../CreditQualifyingCurvatureMargin24.html | 4 +- .../CreditQualifyingDeltaMargin20.html | 4 +- .../CreditQualifyingDeltaMargin21.html | 4 +- .../CreditQualifyingDeltaMargin24.html | 4 +- .../CreditQualifyingVegaMargin20.html | 4 +- .../CreditQualifyingVegaMargin21.html | 4 +- .../CreditQualifyingVegaMargin24.html | 4 +- .../drip/sample/simmcrq/package-summary.html | 4 +- .../org/drip/sample/simmcrq/package-tree.html | 4 +- .../org/drip/sample/simmcrq/package-use.html | 4 +- .../sample/simmct/CommodityClassMargin20.html | 4 +- .../sample/simmct/CommodityClassMargin21.html | 4 +- .../sample/simmct/CommodityClassMargin24.html | 4 +- .../simmct/CommodityCurvatureMargin20.html | 4 +- .../simmct/CommodityCurvatureMargin21.html | 4 +- .../simmct/CommodityCurvatureMargin24.html | 4 +- .../sample/simmct/CommodityDeltaMargin20.html | 4 +- .../sample/simmct/CommodityDeltaMargin21.html | 4 +- .../sample/simmct/CommodityDeltaMargin24.html | 4 +- .../sample/simmct/CommodityVegaMargin20.html | 4 +- .../sample/simmct/CommodityVegaMargin21.html | 4 +- .../sample/simmct/CommodityVegaMargin24.html | 4 +- .../class-use/CommodityClassMargin20.html | 4 +- .../class-use/CommodityClassMargin21.html | 4 +- .../class-use/CommodityClassMargin24.html | 4 +- .../class-use/CommodityCurvatureMargin20.html | 4 +- .../class-use/CommodityCurvatureMargin21.html | 4 +- .../class-use/CommodityCurvatureMargin24.html | 4 +- .../class-use/CommodityDeltaMargin20.html | 4 +- .../class-use/CommodityDeltaMargin21.html | 4 +- .../class-use/CommodityDeltaMargin24.html | 4 +- .../class-use/CommodityVegaMargin20.html | 4 +- .../class-use/CommodityVegaMargin21.html | 4 +- .../class-use/CommodityVegaMargin24.html | 4 +- .../drip/sample/simmct/package-summary.html | 4 +- .../org/drip/sample/simmct/package-tree.html | 4 +- .../org/drip/sample/simmct/package-use.html | 4 +- .../CRNQFoundationMarginComparison.html | 4 +- .../CRQFoundationMarginComparison.html | 4 +- .../CTFoundationMarginComparison.html | 4 +- .../EQFoundationMarginComparison.html | 4 +- .../FXFoundationMarginComparison.html | 4 +- .../IRFoundationMarginComparison.html | 4 +- .../CRNQFoundationMarginComparison.html | 4 +- .../CRQFoundationMarginComparison.html | 4 +- .../CTFoundationMarginComparison.html | 4 +- .../EQFoundationMarginComparison.html | 4 +- .../FXFoundationMarginComparison.html | 4 +- .../IRFoundationMarginComparison.html | 4 +- .../sample/simmcurvature/package-summary.html | 4 +- .../sample/simmcurvature/package-tree.html | 4 +- .../sample/simmcurvature/package-use.html | 4 +- .../sample/simmeq/EquityClassMargin20.html | 4 +- .../sample/simmeq/EquityClassMargin21.html | 4 +- .../sample/simmeq/EquityClassMargin24.html | 4 +- .../simmeq/EquityCurvatureMargin20.html | 4 +- .../simmeq/EquityCurvatureMargin21.html | 4 +- .../simmeq/EquityCurvatureMargin24.html | 4 +- .../sample/simmeq/EquityDeltaMargin20.html | 4 +- .../sample/simmeq/EquityDeltaMargin21.html | 4 +- .../sample/simmeq/EquityDeltaMargin24.html | 4 +- .../sample/simmeq/EquityVegaMargin20.html | 4 +- .../sample/simmeq/EquityVegaMargin21.html | 4 +- .../sample/simmeq/EquityVegaMargin24.html | 4 +- .../simmeq/class-use/EquityClassMargin20.html | 4 +- .../simmeq/class-use/EquityClassMargin21.html | 4 +- .../simmeq/class-use/EquityClassMargin24.html | 4 +- .../class-use/EquityCurvatureMargin20.html | 4 +- .../class-use/EquityCurvatureMargin21.html | 4 +- .../class-use/EquityCurvatureMargin24.html | 4 +- .../simmeq/class-use/EquityDeltaMargin20.html | 4 +- .../simmeq/class-use/EquityDeltaMargin21.html | 4 +- .../simmeq/class-use/EquityDeltaMargin24.html | 4 +- .../simmeq/class-use/EquityVegaMargin20.html | 4 +- .../simmeq/class-use/EquityVegaMargin21.html | 4 +- .../simmeq/class-use/EquityVegaMargin24.html | 4 +- .../drip/sample/simmeq/package-summary.html | 4 +- .../org/drip/sample/simmeq/package-tree.html | 4 +- .../org/drip/sample/simmeq/package-use.html | 4 +- .../drip/sample/simmfx/FXClassMargin20.html | 4 +- .../drip/sample/simmfx/FXClassMargin21.html | 4 +- .../drip/sample/simmfx/FXClassMargin24.html | 4 +- .../sample/simmfx/FXCurvatureMargin20.html | 4 +- .../sample/simmfx/FXCurvatureMargin21.html | 4 +- .../sample/simmfx/FXCurvatureMargin24.html | 4 +- .../drip/sample/simmfx/FXDeltaMargin20.html | 4 +- .../drip/sample/simmfx/FXDeltaMargin21.html | 4 +- .../drip/sample/simmfx/FXDeltaMargin24.html | 4 +- .../drip/sample/simmfx/FXVegaMargin20.html | 4 +- .../drip/sample/simmfx/FXVegaMargin21.html | 4 +- .../drip/sample/simmfx/FXVegaMargin24.html | 4 +- .../simmfx/class-use/FXClassMargin20.html | 4 +- .../simmfx/class-use/FXClassMargin21.html | 4 +- .../simmfx/class-use/FXClassMargin24.html | 4 +- .../simmfx/class-use/FXCurvatureMargin20.html | 4 +- .../simmfx/class-use/FXCurvatureMargin21.html | 4 +- .../simmfx/class-use/FXCurvatureMargin24.html | 4 +- .../simmfx/class-use/FXDeltaMargin20.html | 4 +- .../simmfx/class-use/FXDeltaMargin21.html | 4 +- .../simmfx/class-use/FXDeltaMargin24.html | 4 +- .../simmfx/class-use/FXVegaMargin20.html | 4 +- .../simmfx/class-use/FXVegaMargin21.html | 4 +- .../simmfx/class-use/FXVegaMargin24.html | 4 +- .../drip/sample/simmfx/package-summary.html | 4 +- .../org/drip/sample/simmfx/package-tree.html | 4 +- .../org/drip/sample/simmfx/package-use.html | 4 +- .../sample/simmir/RatesClassMargin20.html | 4 +- .../sample/simmir/RatesClassMargin21.html | 4 +- .../sample/simmir/RatesClassMargin24.html | 4 +- .../RatesCurrencyCurvatureMargin20.html | 4 +- .../RatesCurrencyCurvatureMargin21.html | 4 +- .../RatesCurrencyCurvatureMargin24.html | 4 +- .../RatesCurrencyCurvatureMarginFlow20.html | 4 +- .../RatesCurrencyCurvatureMarginFlow21.html | 4 +- .../RatesCurrencyCurvatureMarginFlow24.html | 4 +- .../simmir/RatesCurrencyDeltaMargin20.html | 4 +- .../simmir/RatesCurrencyDeltaMargin21.html | 4 +- .../simmir/RatesCurrencyDeltaMargin24.html | 4 +- .../RatesCurrencyDeltaMarginFlow20.html | 4 +- .../RatesCurrencyDeltaMarginFlow21.html | 4 +- .../RatesCurrencyDeltaMarginFlow24.html | 4 +- .../simmir/RatesCurrencyVegaMargin20.html | 4 +- .../simmir/RatesCurrencyVegaMargin21.html | 4 +- .../simmir/RatesCurrencyVegaMargin24.html | 4 +- .../simmir/RatesCurrencyVegaMarginFlow20.html | 4 +- .../simmir/RatesCurrencyVegaMarginFlow21.html | 4 +- .../simmir/RatesCurrencyVegaMarginFlow24.html | 4 +- .../sample/simmir/RatesCurvatureMargin20.html | 4 +- .../sample/simmir/RatesCurvatureMargin21.html | 4 +- .../sample/simmir/RatesCurvatureMargin24.html | 4 +- .../sample/simmir/RatesDeltaMargin20.html | 4 +- .../sample/simmir/RatesDeltaMargin21.html | 4 +- .../sample/simmir/RatesDeltaMargin24.html | 4 +- .../drip/sample/simmir/RatesVegaMargin20.html | 4 +- .../drip/sample/simmir/RatesVegaMargin21.html | 4 +- .../drip/sample/simmir/RatesVegaMargin24.html | 4 +- .../simmir/class-use/RatesClassMargin20.html | 4 +- .../simmir/class-use/RatesClassMargin21.html | 4 +- .../simmir/class-use/RatesClassMargin24.html | 4 +- .../RatesCurrencyCurvatureMargin20.html | 4 +- .../RatesCurrencyCurvatureMargin21.html | 4 +- .../RatesCurrencyCurvatureMargin24.html | 4 +- .../RatesCurrencyCurvatureMarginFlow20.html | 4 +- .../RatesCurrencyCurvatureMarginFlow21.html | 4 +- .../RatesCurrencyCurvatureMarginFlow24.html | 4 +- .../class-use/RatesCurrencyDeltaMargin20.html | 4 +- .../class-use/RatesCurrencyDeltaMargin21.html | 4 +- .../class-use/RatesCurrencyDeltaMargin24.html | 4 +- .../RatesCurrencyDeltaMarginFlow20.html | 4 +- .../RatesCurrencyDeltaMarginFlow21.html | 4 +- .../RatesCurrencyDeltaMarginFlow24.html | 4 +- .../class-use/RatesCurrencyVegaMargin20.html | 4 +- .../class-use/RatesCurrencyVegaMargin21.html | 4 +- .../class-use/RatesCurrencyVegaMargin24.html | 4 +- .../RatesCurrencyVegaMarginFlow20.html | 4 +- .../RatesCurrencyVegaMarginFlow21.html | 4 +- .../RatesCurrencyVegaMarginFlow24.html | 4 +- .../class-use/RatesCurvatureMargin20.html | 4 +- .../class-use/RatesCurvatureMargin21.html | 4 +- .../class-use/RatesCurvatureMargin24.html | 4 +- .../simmir/class-use/RatesDeltaMargin20.html | 4 +- .../simmir/class-use/RatesDeltaMargin21.html | 4 +- .../simmir/class-use/RatesDeltaMargin24.html | 4 +- .../simmir/class-use/RatesVegaMargin20.html | 4 +- .../simmir/class-use/RatesVegaMargin21.html | 4 +- .../simmir/class-use/RatesVegaMargin24.html | 4 +- .../drip/sample/simmir/package-summary.html | 4 +- .../org/drip/sample/simmir/package-tree.html | 4 +- .../org/drip/sample/simmir/package-use.html | 4 +- .../simmsettings/CommodityParameters20.html | 4 +- .../simmsettings/CommodityParameters21.html | 4 +- .../simmsettings/CommodityParameters24.html | 4 +- ...CommodityRiskConcentrationThreshold20.html | 4 +- ...CommodityRiskConcentrationThreshold21.html | 4 +- ...CommodityRiskConcentrationThreshold24.html | 4 +- .../CreditNonQualifyingParameters20.html | 4 +- .../CreditNonQualifyingParameters21.html | 4 +- .../CreditNonQualifyingParameters24.html | 4 +- .../CreditQualifyingParameters20.html | 4 +- .../CreditQualifyingParameters21.html | 4 +- .../CreditQualifyingParameters24.html | 4 +- .../CreditRiskConcentrationThreshold20.html | 4 +- .../CreditRiskConcentrationThreshold21.html | 4 +- .../CreditRiskConcentrationThreshold24.html | 4 +- .../drip/sample/simmsettings/Equity20.html | 4 +- .../drip/sample/simmsettings/Equity21.html | 4 +- .../drip/sample/simmsettings/Equity24.html | 4 +- .../EquityRiskConcentrationThreshold20.html | 4 +- .../EquityRiskConcentrationThreshold21.html | 4 +- .../EquityRiskConcentrationThreshold24.html | 4 +- .../org/drip/sample/simmsettings/FX20.html | 4 +- .../org/drip/sample/simmsettings/FX21.html | 4 +- .../org/drip/sample/simmsettings/FX24.html | 4 +- .../sample/simmsettings/InterestRate20.html | 4 +- .../sample/simmsettings/InterestRate21.html | 4 +- .../sample/simmsettings/InterestRate24.html | 4 +- .../InterestRateConcentrationThreshold20.html | 4 +- .../InterestRateConcentrationThreshold21.html | 4 +- .../InterestRateConcentrationThreshold24.html | 4 +- .../class-use/CommodityParameters20.html | 4 +- .../class-use/CommodityParameters21.html | 4 +- .../class-use/CommodityParameters24.html | 4 +- ...CommodityRiskConcentrationThreshold20.html | 4 +- ...CommodityRiskConcentrationThreshold21.html | 4 +- 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+- .../org/drip/xva/topology/PositionGroup.html | 4 +- .../drip/xva/topology/class-use/Adiabat.html | 4 +- .../class-use/AdiabatMarketParams.html | 4 +- .../topology/class-use/CollateralGroup.html | 4 +- .../topology/class-use/CreditDebtGroup.html | 4 +- .../xva/topology/class-use/FundingGroup.html | 4 +- .../xva/topology/class-use/PositionGroup.html | 4 +- .../drip/xva/topology/package-summary.html | 4 +- .../org/drip/xva/topology/package-tree.html | 4 +- .../org/drip/xva/topology/package-use.html | 4 +- .../org/drip/xva/vertex/AlbaneseAndersen.html | 4 +- Javadoc/org/drip/xva/vertex/BurgardKjaer.html | 4 +- .../drip/xva/vertex/BurgardKjaerBuilder.html | 4 +- .../drip/xva/vertex/BurgardKjaerExposure.html | 4 +- .../vertex/class-use/AlbaneseAndersen.html | 4 +- .../xva/vertex/class-use/BurgardKjaer.html | 4 +- .../vertex/class-use/BurgardKjaerBuilder.html | 4 +- .../class-use/BurgardKjaerExposure.html | 4 +- .../org/drip/xva/vertex/package-summary.html | 4 +- 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Javadoc/org/drip/oms/indifference/RealizationVertex.html create mode 100644 Javadoc/org/drip/oms/indifference/ReservationPricer2.html create mode 100644 Javadoc/org/drip/oms/indifference/class-use/InventoryVertex.html create mode 100644 Javadoc/org/drip/oms/indifference/class-use/PositionVertex.html create mode 100644 Javadoc/org/drip/oms/indifference/class-use/RealizationVertex.html create mode 100644 Javadoc/org/drip/oms/indifference/class-use/ReservationPricer2.html create mode 100644 ReleaseNotes/06_02_2023.txt create mode 100644 src/main/java/org/drip/oms/indifference/InventoryVertex.java create mode 100644 src/main/java/org/drip/oms/indifference/PositionVertex.java create mode 100644 src/main/java/org/drip/oms/indifference/RealizationVertex.java create mode 100644 src/main/java/org/drip/oms/indifference/ReservationPricer2.java diff --git a/Javadoc/allclasses-index.html b/Javadoc/allclasses-index.html index f6ccb8911343..38b659298f8d 100644 --- a/Javadoc/allclasses-index.html +++ b/Javadoc/allclasses-index.html @@ -2,10 +2,10 @@ - + All Classes - + @@ -16,7 +16,7 @@ - + + + + + + +
+ +
+
+ +
+
Package org.drip.oms.indifference
+

Class InventoryVertex

+
+
java.lang.Object +
org.drip.oms.indifference.InventoryVertex
+
+
+
+
public class InventoryVertex
+extends java.lang.Object
+
HoldingsVertex holds the Vertex Values of Money Market, Underlier, and Claims Inventory. The + References are: + +

+
    +
  • + Birge, J. R. (2008): Financial Engineering Elsevier Amsterdam Netherlands +
    • +
  • + Carmona, R. (2009): Indifference Pricing: Theory and Applications Princeton + University Press Princeton NJ +
    • +
  • + Vassilis, P. (2005): Slow and Fast Markets Journal of Economics and Business 57 + (6) 576-593 +
    • +
  • + Weiss, D. (2006): After the Trade is Made: Processing Securities Transactions Portfolio + Publishing London UK +
    • +
  • + Wikipedia (2021): Indifference Price https://en.wikipedia.org/wiki/Indifference_price +
    • +
+ +

+
+
+
Author:
+
Lakshmi Krishnamurthy
+
+
+
+
    + +
  • +
    +

    Constructor Summary

    +
    + + + + + + + + + + + + + + +
    Constructors
    ConstructorDescription
    InventoryVertex​(double moneyMarketUnits, +double underlierUnits, +double claimUnits) +
    InventoryVertex Constructor
    +
    +
    +
    +
    • + +
  • +
    +

    Method Summary

    +
    +
    +
    + + + + + + + + + + + + + + + + + + + + + + + + + +
    Modifier and TypeMethodDescription
    doubleclaimUnits() +
    Retrieve the Number of Claim Units
    +
    doublemoneyMarketUnits() +
    Retrieve the Number of Money Market Units
    +
    doubleunderlierUnits() +
    Retrieve the Number of Underlier Units
    +
    +
    +
    +
    +

    Methods inherited from class java.lang.Object

    +equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    +
    +
    • +
+
+
+
    + +
  • +
    +

    Constructor Details

    +
      +
    • +
      +

      InventoryVertex

      +
      public InventoryVertex​(double moneyMarketUnits, +double underlierUnits, +double claimUnits) + throws java.lang.Exception
      +
      InventoryVertex Constructor
      +
      +
      Parameters:
      +
      moneyMarketUnits - Number of Money Market Units
      +
      underlierUnits - Number of Underlier Units
      +
      claimUnits - Number of Claim Units
      +
      Throws:
      +
      java.lang.Exception - Thrown if the Inputs are Invalid
      +
      +
      +
      • +
    +
    +
    • + +
  • +
    +

    Method Details

    +
      +
    • +
      +

      moneyMarketUnits

      +
      public double moneyMarketUnits()
      +
      Retrieve the Number of Money Market Units
      +
      +
      Returns:
      +
      Number of Money Market Units
      +
      +
      +
      • +
    • +
      +

      underlierUnits

      +
      public double underlierUnits()
      +
      Retrieve the Number of Underlier Units
      +
      +
      Returns:
      +
      Number of Underlier Units
      +
      +
      +
      • +
    • +
      +

      claimUnits

      +
      public double claimUnits()
      +
      Retrieve the Number of Claim Units
      +
      +
      Returns:
      +
      Number of Claim Units
      +
      +
      +
      • +
    +
    +
    • +
+
+ +
+ +
+
+ + diff --git a/Javadoc/org/drip/oms/indifference/PositionVertex.html b/Javadoc/org/drip/oms/indifference/PositionVertex.html new file mode 100644 index 000000000000..a67d3b6e61b8 --- /dev/null +++ b/Javadoc/org/drip/oms/indifference/PositionVertex.html @@ -0,0 +1,392 @@ + + + + + +PositionVertex + + + + + + + + + + + + + + +
+ +
+
+ +
+
Package org.drip.oms.indifference
+

Class PositionVertex

+
+
java.lang.Object +
org.drip.oms.indifference.PositionVertex
+
+
+
+
public class PositionVertex
+extends java.lang.Object
+
PositionVertex holds the Realized Position Vertex. The References are: + +

+
    +
  • + Birge, J. R. (2008): Financial Engineering Elsevier Amsterdam Netherlands +
    • +
  • + Carmona, R. (2009): Indifference Pricing: Theory and Applications Princeton + University Press Princeton NJ +
    • +
  • + Vassilis, P. (2005): Slow and Fast Markets Journal of Economics and Business 57 + (6) 576-593 +
    • +
  • + Weiss, D. (2006): After the Trade is Made: Processing Securities Transactions Portfolio + Publishing London UK +
    • +
  • + Wikipedia (2021): Indifference Price https://en.wikipedia.org/wiki/Indifference_price +
    • +
+ +

+
+
+
Author:
+
Lakshmi Krishnamurthy
+
+
+
+
    + +
  • +
    +

    Constructor Summary

    +
    + + + + + + + + + + + + + + +
    Constructors
    ConstructorDescription
    PositionVertex​(InventoryVertex inventory, +RealizationVertex realization, +R1ToR1 claimsPayoffFunction) +
    PositionVertex Constructor
    +
    +
    +
    +
    • + +
  • +
    +

    Method Summary

    +
    +
    +
    + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
    Modifier and TypeMethodDescription
    R1ToR1claimsPayoffFunction() +
    Retrieve the Claims Payoff Function
    +
    doubleclaimsValue() +
    Get the Claims Value
    +
    InventoryVertexinventory() +
    Retrieve the Inventory Vertex
    +
    doublemoneyMarketValue() +
    Get the Money Market Value
    +
    RealizationVertexrealization() +
    Retrieve the Realization Vertex
    +
    doubleunderlierValue() +
    Get the Underlier Value
    +
    doublevalue() +
    Compute the Position Value
    +
    +
    +
    +
    +

    Methods inherited from class java.lang.Object

    +equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    +
    +
    • +
+
+
+
    + +
  • +
    +

    Constructor Details

    +
      +
    • +
      +

      PositionVertex

      +
      public PositionVertex​(InventoryVertex inventory, +RealizationVertex realization, +R1ToR1 claimsPayoffFunction) + throws java.lang.Exception
      +
      PositionVertex Constructor
      +
      +
      Parameters:
      +
      inventory - Inventory Vertex
      +
      realization - Realization Vertex
      +
      claimsPayoffFunction - Claims Payoff Function
      +
      Throws:
      +
      java.lang.Exception - Thrown if the Inputs are Invalid
      +
      +
      +
      • +
    +
    +
    • + +
  • +
    +

    Method Details

    +
      +
    • +
      +

      inventory

      +
      public InventoryVertex inventory()
      +
      Retrieve the Inventory Vertex
      +
      +
      Returns:
      +
      The Inventory Vertex
      +
      +
      +
      • +
    • +
      +

      realization

      +
      public RealizationVertex realization()
      +
      Retrieve the Realization Vertex
      +
      +
      Returns:
      +
      The Realization Vertex
      +
      +
      +
      • +
    • +
      +

      claimsPayoffFunction

      +
      public R1ToR1 claimsPayoffFunction()
      +
      Retrieve the Claims Payoff Function
      +
      +
      Returns:
      +
      The Claims Payoff Function
      +
      +
      +
      • +
    • +
      +

      moneyMarketValue

      +
      public double moneyMarketValue()
      +
      Get the Money Market Value
      +
      +
      Returns:
      +
      The Money Market Value
      +
      +
      +
      • +
    • +
      +

      underlierValue

      +
      public double underlierValue()
      +
      Get the Underlier Value
      +
      +
      Returns:
      +
      The Underlier Value
      +
      +
      +
      • +
    • +
      +

      claimsValue

      +
      public double claimsValue() + throws java.lang.Exception
      +
      Get the Claims Value
      +
      +
      Returns:
      +
      The Claims Value
      +
      Throws:
      +
      java.lang.Exception - Thrown if the Claims cannot be calculated
      +
      +
      +
      • +
    • +
      +

      value

      +
      public double value() + throws java.lang.Exception
      +
      Compute the Position Value
      +
      +
      Returns:
      +
      The Position Value
      +
      Throws:
      +
      java.lang.Exception - Thrown if the Claims cannot be calculated
      +
      +
      +
      • +
    +
    +
    • +
+
+ +
+ +
+
+ + diff --git a/Javadoc/org/drip/oms/indifference/RealizationVertex.html b/Javadoc/org/drip/oms/indifference/RealizationVertex.html new file mode 100644 index 000000000000..856d71bf7f1b --- /dev/null +++ b/Javadoc/org/drip/oms/indifference/RealizationVertex.html @@ -0,0 +1,294 @@ + + + + + +RealizationVertex + + + + + + + + + + + + + + +
+ +
+
+ +
+
Package org.drip.oms.indifference
+

Class RealizationVertex

+
+
java.lang.Object +
org.drip.oms.indifference.RealizationVertex
+
+
+
+
public class RealizationVertex
+extends java.lang.Object
+
RealizationVertex holds the Vertex Realization of the Money Market and the Underlier Prices. The + References are: + +

+
    +
  • + Birge, J. R. (2008): Financial Engineering Elsevier Amsterdam Netherlands +
    • +
  • + Carmona, R. (2009): Indifference Pricing: Theory and Applications Princeton + University Press Princeton NJ +
    • +
  • + Vassilis, P. (2005): Slow and Fast Markets Journal of Economics and Business 57 + (6) 576-593 +
    • +
  • + Weiss, D. (2006): After the Trade is Made: Processing Securities Transactions Portfolio + Publishing London UK +
    • +
  • + Wikipedia (2021): Indifference Price https://en.wikipedia.org/wiki/Indifference_price +
    • +
+ +

+
+
+
Author:
+
Lakshmi Krishnamurthy
+
+
+
+
    + +
  • +
    +

    Constructor Summary

    +
    + + + + + + + + + + + + + + +
    Constructors
    ConstructorDescription
    RealizationVertex​(double moneyMarketPrice, +double underlierPrice) +
    RealizationVertex Constructor
    +
    +
    +
    +
    • + +
  • +
    +

    Method Summary

    +
    +
    +
    + + + + + + + + + + + + + + + + + + + + +
    Modifier and TypeMethodDescription
    doublemoneyMarketPrice() +
    Retrieve the Price of Money Market Entity
    +
    doubleunderlierPrice() +
    Retrieve the Price of the Underlier
    +
    +
    +
    +
    +

    Methods inherited from class java.lang.Object

    +equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    +
    +
    • +
+
+
+
    + +
  • +
    +

    Constructor Details

    +
      +
    • +
      +

      RealizationVertex

      +
      public RealizationVertex​(double moneyMarketPrice, +double underlierPrice) + throws java.lang.Exception
      +
      RealizationVertex Constructor
      +
      +
      Parameters:
      +
      moneyMarketPrice - Unit Money Market Price
      +
      underlierPrice - Unit Underlier Price
      +
      Throws:
      +
      java.lang.Exception - Thrown if the Inputs are Invalid
      +
      +
      +
      • +
    +
    +
    • + +
  • +
    +

    Method Details

    +
      +
    • +
      +

      moneyMarketPrice

      +
      public double moneyMarketPrice()
      +
      Retrieve the Price of Money Market Entity
      +
      +
      Returns:
      +
      Number of Money Market Entity
      +
      +
      +
      • +
    • +
      +

      underlierPrice

      +
      public double underlierPrice()
      +
      Retrieve the Price of the Underlier
      +
      +
      Returns:
      +
      Price of the Underlier
      +
      +
      +
      • +
    +
    +
    • +
+
+ +
+ +
+
+ + diff --git a/Javadoc/org/drip/oms/indifference/ReservationPriceRun.html b/Javadoc/org/drip/oms/indifference/ReservationPriceRun.html index 7f896c99770f..fe2720386ff1 100644 --- a/Javadoc/org/drip/oms/indifference/ReservationPriceRun.html +++ b/Javadoc/org/drip/oms/indifference/ReservationPriceRun.html @@ -2,10 +2,10 @@ - + ReservationPriceRun - + diff --git a/Javadoc/org/drip/oms/indifference/ReservationPricer.html b/Javadoc/org/drip/oms/indifference/ReservationPricer.html index 3a5146d1bd4e..33033701b571 100644 --- a/Javadoc/org/drip/oms/indifference/ReservationPricer.html +++ b/Javadoc/org/drip/oms/indifference/ReservationPricer.html @@ -2,10 +2,10 @@ - + ReservationPricer - + @@ -16,7 +16,7 @@ - + + + + + + +
+ +
+
+ +
+
Package org.drip.oms.indifference
+

Class ReservationPricer2

+
+
java.lang.Object +
org.drip.oms.indifference.ReservationPricer2
+
+
+
+
public class ReservationPricer2
+extends java.lang.Object
+
ReservationPricer implements the Expectation of the Utility Function using Units of Underlying + Asset. The References are: + +

+
    +
  • + Birge, J. R. (2008): Financial Engineering Elsevier Amsterdam Netherlands +
    • +
  • + Carmona, R. (2009): Indifference Pricing: Theory and Applications Princeton + University Press Princeton NJ +
    • +
  • + Vassilis, P. (2005): Slow and Fast Markets Journal of Economics and Business 57 + (6) 576-593 +
    • +
  • + Weiss, D. (2006): After the Trade is Made: Processing Securities Transactions Portfolio + Publishing London UK +
    • +
  • + Wikipedia (2021): Indifference Price https://en.wikipedia.org/wiki/Indifference_price +
    • +
+ +

+
+
+
Author:
+
Lakshmi Krishnamurthy
+
+
+
+
    + +
  • +
    +

    Constructor Summary

    +
    + + + + + + + + + + + + + + +
    Constructors
    ConstructorDescription
    ReservationPricer2​(R1ToR1 privateValuationObjectiveFunction, +R1ToR1 payoffFunction) +
    ReservationPricer Constructor
    +
    +
    +
    +
    • + +
  • +
    +

    Method Summary

    +
    +
    +
    + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
    Modifier and TypeMethodDescription
    doubleclaimsAdjustedPrice​(R1ToR1 optimalUtilityExpectationFunction, +double indifferencePrice) +
    Compute the Claims Adjusted Price
    +
    doubleclaimsAdjustedUtilityValue​(R1ToR1 risklessUnitsFunction, +double terminalRisklessPrice, +double terminalUnderlierPrice, +double underlierUnits, +double claimUnits) +
    Compute the Claims Adjusted Utility Value
    +
    doubleclaimsAdjustedUtilityValue​(R1ToR1 risklessUnitsFunction, +R1Univariate terminalUnderlierDistribution, +double terminalRisklessPrice, +double underlierUnits, +double claimUnits) +
    Compute Claims Adjusted Utility Value
    +
    doubleclaimsUnadjustedUtilityValue​(R1ToR1 risklessUnitsFunction, +double terminalRisklessPrice, +double terminalUnderlierPrice, +double underlierUnits) +
    Compute the Claims Unadjusted Utility Value
    +
    doubleindifferenceUtilityValue​(R1ToR1 risklessUnitsFunction, +R1Univariate terminalUnderlierDistribution, +double terminalRisklessPrice, +double underlierUnits) +
    Compute the Indifference Utility Value
    +
    R1ToR1payoffFunction() +
    Retrieve the Payoff Function
    +
    R1ToR1privateValuationObjectiveFunction() +
    Retrieve the Private Valuation Utility Function
    +
    +
    +
    +
    +

    Methods inherited from class java.lang.Object

    +equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    +
    +
    • +
+
+
+
    + +
  • +
    +

    Constructor Details

    +
      +
    • +
      +

      ReservationPricer2

      +
      public ReservationPricer2​(R1ToR1 privateValuationObjectiveFunction, +R1ToR1 payoffFunction) + throws java.lang.Exception
      +
      ReservationPricer Constructor
      +
      +
      Parameters:
      +
      privateValuationObjectiveFunction - Private Valuation Utility Function
      +
      payoffFunction - Payoff Function
      +
      Throws:
      +
      java.lang.Exception - Thrown if the Inputs are Invalid
      +
      +
      +
      • +
    +
    +
    • + +
  • +
    +

    Method Details

    +
      +
    • +
      +

      privateValuationObjectiveFunction

      +
      public R1ToR1 privateValuationObjectiveFunction()
      +
      Retrieve the Private Valuation Utility Function
      +
      +
      Returns:
      +
      The Private Valuation Utility Function
      +
      +
      +
      • +
    • +
      +

      payoffFunction

      +
      public R1ToR1 payoffFunction()
      +
      Retrieve the Payoff Function
      +
      +
      Returns:
      +
      The Payoff Function
      +
      +
      +
      • +
    • +
      +

      claimsAdjustedPrice

      +
      public double claimsAdjustedPrice​(R1ToR1 optimalUtilityExpectationFunction, +double indifferencePrice) + throws java.lang.Exception
      +
      Compute the Claims Adjusted Price
      +
      +
      Parameters:
      +
      optimalUtilityExpectationFunction - The Optimal Utility Expectation Function
      +
      indifferencePrice - Indifference Price
      +
      Returns:
      +
      Claims Adjusted Price
      +
      Throws:
      +
      java.lang.Exception - Thrown if the Inputs are Invalid
      +
      +
      +
      • +
    • +
      +

      claimsUnadjustedUtilityValue

      +
      public double claimsUnadjustedUtilityValue​(R1ToR1 risklessUnitsFunction, +double terminalRisklessPrice, +double terminalUnderlierPrice, +double underlierUnits) + throws java.lang.Exception
      +
      Compute the Claims Unadjusted Utility Value
      +
      +
      Parameters:
      +
      risklessUnitsFunction - Riskless Units Function
      +
      terminalRisklessPrice - Terminal Riskless Price
      +
      terminalUnderlierPrice - Terminal Underlier Price
      +
      underlierUnits - Underlier Units
      +
      Returns:
      +
      Baseline Utility Value
      +
      Throws:
      +
      java.lang.Exception - Thrown if the Inputs are Invalid
      +
      +
      +
      • +
    • +
      +

      claimsAdjustedUtilityValue

      +
      public double claimsAdjustedUtilityValue​(R1ToR1 risklessUnitsFunction, +double terminalRisklessPrice, +double terminalUnderlierPrice, +double underlierUnits, +double claimUnits) + throws java.lang.Exception
      +
      Compute the Claims Adjusted Utility Value
      +
      +
      Parameters:
      +
      risklessUnitsFunction - Riskless Units Function
      +
      terminalRisklessPrice - Terminal Riskless Price
      +
      terminalUnderlierPrice - Terminal Underlier Price
      +
      underlierUnits - Underlier Units
      +
      claimUnits - Claims Units
      +
      Returns:
      +
      Claims Adjusted Utility Value
      +
      Throws:
      +
      java.lang.Exception - Thrown if the Inputs are Invalid
      +
      +
      +
      • +
    • +
      +

      indifferenceUtilityValue

      +
      public double indifferenceUtilityValue​(R1ToR1 risklessUnitsFunction, +R1Univariate terminalUnderlierDistribution, +double terminalRisklessPrice, +double underlierUnits) + throws java.lang.Exception
      +
      Compute the Indifference Utility Value
      +
      +
      Parameters:
      +
      risklessUnitsFunction - Riskless Units Function
      +
      terminalUnderlierDistribution - Terminal Underlier Distribution
      +
      terminalRisklessPrice - Terminal Riskless Price
      +
      underlierUnits - Underlier Units
      +
      Returns:
      +
      The Indifference Utility Value
      +
      Throws:
      +
      java.lang.Exception - Thrown if the Inputs are Invalid
      +
      +
      +
      • +
    • +
      +

      claimsAdjustedUtilityValue

      +
      public double claimsAdjustedUtilityValue​(R1ToR1 risklessUnitsFunction, +R1Univariate terminalUnderlierDistribution, +double terminalRisklessPrice, +double underlierUnits, +double claimUnits) + throws java.lang.Exception
      +
      Compute Claims Adjusted Utility Value
      +
      +
      Parameters:
      +
      risklessUnitsFunction - Riskless Units Function
      +
      terminalUnderlierDistribution - Terminal Underlier Distribution
      +
      terminalRisklessPrice - Terminal Riskless Price
      +
      underlierUnits - Underlier Units
      +
      claimUnits - Claims Units
      +
      Returns:
      +
      Claims Adjusted Utility Value
      +
      Throws:
      +
      java.lang.Exception - Thrown if the Inputs are Invalid
      +
      +
      +
      • +
    +
    +
    • +
+
+ +
+ +
+
+ + diff --git a/Javadoc/org/drip/oms/indifference/ReservationPricerProcessShell.html b/Javadoc/org/drip/oms/indifference/ReservationPricerProcessShell.html index feb2d07fbb41..b0819b2e4cda 100644 --- a/Javadoc/org/drip/oms/indifference/ReservationPricerProcessShell.html +++ b/Javadoc/org/drip/oms/indifference/ReservationPricerProcessShell.html @@ -2,10 +2,10 @@ - + ReservationPricerProcessShell - + @@ -138,8 +138,8 @@

Constructor Summary

-ReservationPricerProcessShell​(double endowmentValue, -ReservationPricer reservationPricer) +ReservationPricerProcessShell​(double endowmentValue, +ReservationPricer2 reservationPricer)
ReservationPricerProcessShell Constructor
@@ -185,7 +185,7 @@

Method Summary

-ReservationPricer +ReservationPricer2 reservationPricer()
Retrieve the Reservation Pricer
@@ -218,10 +218,10 @@

Methods inherited from cl

Constructor Details