Objective terms# Return models ReturnsForecast CashReturn Risk models DiagonalCovariance FullCovariance FactorModelCovariance WorstCaseRisk FullSigma FactorModel Forecast error models ReturnsForecastError RiskForecastError Other AnnualizedVolatility Cost models Costs Documentation HoldingCost StocksHoldingCost TransactionCost StocksTransactionCost SoftConstraint TcostModel HcostModel Base classes (for defining your costs) Cost SimulatorCost SimulatorCost.simulate()