diff --git a/ReleaseNotes/05_25_2023.txt b/ReleaseNotes/05_25_2023.txt new file mode 100644 index 00000000000..1692393ab09 --- /dev/null +++ b/ReleaseNotes/05_25_2023.txt @@ -0,0 +1,37 @@ + +Features: + + - Reservation Pricer Baseline Indifference Value #1 (1, 2) + - Reservation Pricer Baseline Indifference Value #2 (3, 4) + - Reservation Pricer Baseline Indifference Value #3 (5, 6) + - Indifference Reservation Pricer Process Shell (7, 8, 9) + - Indifference Reservation Pricer Pay-off Price (11, 12) + - Claims Adjusted Utility Value #1 (13, 14, 15) + - Claims Adjusted Utility Value #2 (16, 17, 18) + - Claims Adjusted Reservation Utility Function (19, 20, 21) + - Optimal Claims Adjusted Underlier Units (22, 23) + - Baseline Flow Claims Unit Array (24) + - Reservation Pricer Indifference Price Shell (25, 26) + - Claims Adjusted Unit Price Array #1 (27, 28) + - Claims Adjusted Unit Price Array #2 (29, 30) + - Reservation Pricer Utility Value #1 (31, 32, 33) + - Claims Adjusted Endowment Portfolio Solver (34, 35, 36) + - Reservation Pricer Utility Value #2 (37, 38) + - Optimal Claims Price Adjusted Function (39, 40, 41) + - Optimal Claims Adjusted Endowment Portfolio #1 (42, 43, 44) + - Optimal Claims Adjusted Endowment Portfolio #2 (45, 46, 47) + - Optimal Claims Adjusted Endowment Portfolio #3 (48, 49, 50) + - Claims Adjusted Unit Price Array #2 (51, 52) + - Underlier Utility Optimization Run #1 (53, 54, 55) + - Underlier Utility Optimization Run #2 (56, 57, 58) + - OMS Indifference Reservation Price Run (59, 60) + + +Bug Fixes/Re-organization: + + - Bid Ask Claims Handler Delete (10) + + +Samples: + +IdeaDRIP: diff --git a/ScheduleSheet.xlsx b/ScheduleSheet.xlsx index beebd1d3a83..be6afae66bf 100644 Binary files a/ScheduleSheet.xlsx and b/ScheduleSheet.xlsx differ diff --git a/src/main/java/org/drip/oms/indifference/BidAskClaimsHandler.java b/src/main/java/org/drip/oms/indifference/ReservationPriceRun.java similarity index 89% rename from src/main/java/org/drip/oms/indifference/BidAskClaimsHandler.java rename to src/main/java/org/drip/oms/indifference/ReservationPriceRun.java index 9704787d63b..175f268f4e1 100644 --- a/src/main/java/org/drip/oms/indifference/BidAskClaimsHandler.java +++ b/src/main/java/org/drip/oms/indifference/ReservationPriceRun.java @@ -1,8 +1,6 @@ package org.drip.oms.indifference; -import org.drip.function.definition.R1ToR1; - /* * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ @@ -76,8 +74,8 @@ */ /** - * BidAskClaimsHandler works the Bid/Ask Sided Claims Price using the Indifference Pricing Scheme. The - * References are: + * ReservationPriceRun captures the Results of a Claims Adjusted Indifference Pricing Run. + * The References are: * *

*