Uses of Interface
com.quantfinlib.backtest.TradeCostModel

Packages that use TradeCostModel

Package	Description
com.quantfinlib.backtest	Bar-based backtesting.
com.quantfinlib.backtest.portfolio	Multi-asset backtesting: PortfolioBacktester rebalances long/short weight targets from a PortfolioStrategy with commission and turnover tracking (input series must be index-aligned — see data.SeriesAligner), and in its survivorship-aware overload consumes a data.PointInTimeUniverse (delistings terminate at the delisting return, mergers convert at deal terms, index drops force sales) plus explicit ex-date cash dividends; CrossSectionalMomentum is the built-in point-in-time factor strategy (12-1 momentum ranked over the members alive at each rebalance); PositionSizing supplies Kelly, fixed-fractional risk, inverse-volatility weights and vol-target leverage.

Uses of TradeCostModel in com.quantfinlib.backtest

Methods in com.quantfinlib.backtest that return TradeCostModel

Modifier and Type	Method	Description
TradeCostModel	ExecutionAlgoBacktester.Config.costModel()	Returns the value of the costModel record component.
static TradeCostModel	TradeCostModel.flat(double bps)	Fixed all-in bps per trade — commission-only, size-independent.
static TradeCostModel	TradeCostModel.institutional(double commissionBps, double halfSpreadBps, double slippageBps, int impactWindow)	The institutional four-component model.

Constructors in com.quantfinlib.backtest with parameters of type TradeCostModel

Modifier	Constructor	Description
	Config(double spreadBps, double participationCap, TradeCostModel costModel)	Creates an instance of a Config record class.

Uses of TradeCostModel in com.quantfinlib.backtest.portfolio

Methods in com.quantfinlib.backtest.portfolio that return TradeCostModel

Modifier and Type	Method	Description
TradeCostModel	PortfolioBacktester.Config.costModel()	Returns the value of the costModel record component.

Methods in com.quantfinlib.backtest.portfolio with parameters of type TradeCostModel

Modifier and Type	Method	Description
PortfolioBacktester.Config	PortfolioBacktester.Config.withCostModel(TradeCostModel model)	Pluggable per-trade costs (e.g.

Constructors in com.quantfinlib.backtest.portfolio with parameters of type TradeCostModel

Modifier	Constructor	Description
	Config(double initialCapital, double commissionRate, int rebalanceEveryBars, int periodsPerYear, TradeCostModel costModel)	Creates an instance of a Config record class.