Features:

- No-Claims Inventory Utility Expectation #1 (1, 2, 3) - Indifference Reservation Pricing Run #1 (4, 5, 6) - Bid/Ask Optimal Inventory Vertex (7, 8, 9) - Indifference Reservation Pricing Run #2 (10) - No-Claims Inventory Utility Expectation #2 (11, 12) - Bid Claims Position Value Adjustment (13, 14) - Ask Claims Position Value Adjustment (15, 16) - Indifference Reservation Pricing Run #3 (17, 18) - Utility Expectation Optimization Run Shell (19, 20, 21) - Utility Expectation Optimization Run Value (22, 23) - Utility Expectation Optimization Run Constructor (24, 25, 26) - Utility Function Expectation Run #1 (27, 28) - Utility Function Expectation Run #2 (29, 30) - Utility Function Expectation Run #3 (31, 32) - Utility Function Expectation Run #4 (33, 34) - Utility Function Expectation Run #5 (35, 36) - Utility Function Expectation Run #6 (37, 38) - Claims Utility Expectation Inference Run #1 (39, 40, 41) - Claims Utility Expectation Inference Run - Reservation Value (42, 43) - Claims Utility Expectation Inference Run - Constructor (44, 45, 46) - Claims Utility Expectation Inference Run #2 (47, 48, 49) - Claims Utility Expectation Inference Run #3 (50, 51, 52) - Claims Utility Expectation Inference Run #4 (53, 54) - Claims Utility Expectation Inference Run #5 (55, 56, 57) - Claims Utility Expectation Inference Run #6 (58, 59, 60) Bug Fixes/Re-organization: Samples: IdeaDRIP:
lakshmiDRIP · Feb 4, 2024 · 86df40a · 86df40a
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diff --git a/ReleaseNotes/06_15_2023.txt b/ReleaseNotes/06_15_2023.txt
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+
+Features:
+
+	- No-Claims Inventory Utility Expectation #1 (1, 2, 3)
+	- Indifference Reservation Pricing Run #1 (4, 5, 6)
+	- Bid/Ask Optimal Inventory Vertex (7, 8, 9)
+	- Indifference Reservation Pricing Run #2 (10)
+	- No-Claims Inventory Utility Expectation #2 (11, 12)
+	- Bid Claims Position Value Adjustment (13, 14)
+	- Ask Claims Position Value Adjustment (15, 16)
+	- Indifference Reservation Pricing Run #3 (17, 18)
+	- Utility Expectation Optimization Run Shell (19, 20, 21)
+	- Utility Expectation Optimization Run Value (22, 23)
+	- Utility Expectation Optimization Run Constructor (24, 25, 26)
+	- Utility Function Expectation Run #1 (27, 28)
+	- Utility Function Expectation Run #2 (29, 30)
+	- Utility Function Expectation Run #3 (31, 32)
+	- Utility Function Expectation Run #4 (33, 34)
+	- Utility Function Expectation Run #5 (35, 36)
+	- Utility Function Expectation Run #6 (37, 38)
+	- Claims Utility Expectation Inference Run #1 (39, 40, 41)
+	- Claims Utility Expectation Inference Run - Reservation Value (42, 43)
+	- Claims Utility Expectation Inference Run - Constructor (44, 45, 46)
+	- Claims Utility Expectation Inference Run #2 (47, 48, 49)
+	- Claims Utility Expectation Inference Run #3 (50, 51, 52)
+	- Claims Utility Expectation Inference Run #4 (53, 54)
+	- Claims Utility Expectation Inference Run #5 (55, 56, 57)
+	- Claims Utility Expectation Inference Run #6 (58, 59, 60)
+
+
+Bug Fixes/Re-organization:
+
+Samples:
+
+IdeaDRIP:
diff --git a/ScheduleSheet.xlsx b/ScheduleSheet.xlsx
diff --git a/src/main/java/org/drip/oms/indifference/ClaimsUtilityExpectationInferenceRun.java b/src/main/java/org/drip/oms/indifference/ClaimsUtilityExpectationInferenceRun.java
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+
+package org.drip.oms.indifference;
+
+import org.drip.numerical.common.NumberUtil;
+
+/*
+ * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
+ */
+
+/*!
+ * Copyright (C) 2024 Lakshmi Krishnamurthy
+ * 
+ *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
+ *  	asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
+ *  	analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
+ *  	equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
+ *  	numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
+ *  	graph builder/navigator, and computational support.
+ *  
+ *  	https://lakshmidrip.github.io/DROP/
+ *  
+ *  DROP is composed of three modules:
+ *  
+ *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
+ *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
+ *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
+ * 
+ * 	DROP Product Core implements libraries for the following:
+ * 	- Fixed Income Analytics
+ * 	- Loan Analytics
+ * 	- Transaction Cost Analytics
+ * 
+ * 	DROP Portfolio Core implements libraries for the following:
+ * 	- Asset Allocation Analytics
+ *  - Asset Liability Management Analytics
+ * 	- Capital Estimation Analytics
+ * 	- Exposure Analytics
+ * 	- Margin Analytics
+ * 	- XVA Analytics
+ * 
+ * 	DROP Computational Core implements libraries for the following:
+ * 	- Algorithm Support
+ * 	- Computation Support
+ * 	- Function Analysis
+ *  - Graph Algorithm
+ *  - Model Validation
+ * 	- Numerical Analysis
+ * 	- Numerical Optimizer
+ * 	- Spline Builder
+ *  - Statistical Learning
+ * 
+ * 	Documentation for DROP is Spread Over:
+ * 
+ * 	- Main                     => https://lakshmidrip.github.io/DROP/
+ * 	- Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
+ * 	- GitHub                   => https://github.com/lakshmiDRIP/DROP
+ * 	- Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
+ * 	- Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
+ * 	- Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
+ * 	- Release Versions         => https://lakshmidrip.github.io/DROP/version.html
+ * 	- Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
+ * 	- Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
+ * 
+ *  Licensed under the Apache License, Version 2.0 (the "License");
+ *   	you may not use this file except in compliance with the License.
+ *   
+ *  You may obtain a copy of the License at
+ *  	http://www.apache.org/licenses/LICENSE-2.0
+ *  
+ *  Unless required by applicable law or agreed to in writing, software
+ *  	distributed under the License is distributed on an "AS IS" BASIS,
+ *  	WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ *  
+ *  See the License for the specific language governing permissions and
+ *  	limitations under the License.
+ */
+
+/**
+ * <i>ClaimsUtilityExpectationInferenceRun</i> holds the Results of the Optimal Utility Expectation Inference
+ *  Run on the Claims-Based Agent Utility Function. The References are:
+ *  
+ * 	<br><br>
+ *  <ul>
+ * 		<li>
+ * 			Birge, J. R. (2008): <i>Financial Engineering</i> <b>Elsevier</b> Amsterdam Netherlands
+ * 		</li>
+ * 		<li>
+ * 			Carmona, R. (2009): <i>Indifference Pricing: Theory and Applications</i> <b>Princeton
+ * 				University Press</b> Princeton NJ
+ * 		</li>
+ * 		<li>
+ * 			Vassilis, P. (2005): Slow and Fast Markets <i>Journal of Economics and Business</i> <b>57
+ * 				(6)</b> 576-593
+ * 		</li>
+ * 		<li>
+ * 			Weiss, D. (2006): <i>After the Trade is Made: Processing Securities Transactions</i> <b>Portfolio
+ * 				Publishing</b> London UK
+ * 		</li>
+ * 		<li>
+ * 			Wikipedia (2021): Indifference Price https://en.wikipedia.org/wiki/Indifference_price
+ * 		</li>
+ *  </ul>
+ *
+ *	<br><br>
+ *  <ul>
+ *		<li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
+ *		<li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/TransactionCostAnalyticsLibrary.md">Transaction Cost Analytics</a></li>
+ *		<li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/oms/README.md">R<sup>d</sup> Order Specification, Handling, and Management</a></li>
+ *		<li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/oms/indifference/README.md">Reservation Price Good-deal Bounds</a></li>
+ *  </ul>
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class ClaimsUtilityExpectationInferenceRun extends UtilityExpectationOptimizationRun
+{
+	private double _reservationValue = Double.NaN;
+
+	/**
+	 * ClaimsUtilityExpectationInferenceRun Constructor
+	 * 
+	 * @param optimalValue Optimal Value of the Utility Expectation Optimization Run
+	 * @param reservationValue Claims Reservation Value
+	 * 
+	 * @throws Exception Thrown if the Inputs are Invalid
+	 */
+
+	public ClaimsUtilityExpectationInferenceRun (
+		final double optimalValue,
+		final double reservationValue)
+		throws Exception
+	{
+		super (optimalValue);
+
+		if (!NumberUtil.IsValid (_reservationValue = reservationValue)) {
+			throw new Exception (
+				"ClaimsUtilityExpectationInferenceRun Constructor => Invalid Reservation Value"
+			);
+		}
+	}
+
+	/**
+	 * Retrieve the Claims Reservation Value
+	 * 
+	 * @return Claims Reservation Value
+	 */
+
+	public double reservationValue()
+	{
+		return _reservationValue;
+	}
+}