net.finmath.montecarlo.interestrate.products.components

Interface AbstractNotional

All Known Implementing Classes:

AccruingNotional, Notional, NotionalFromComponent

public interface AbstractNotional

Base class for notional classes.

Version:

1.0

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
String	getCurrency() Returns the currency string of this notional.
RandomVariable	getNotionalAtPeriodEnd(AbstractPeriod period, LIBORModelMonteCarloSimulationModel model) Calculates the notional at the end of a period, given a period.
RandomVariable	getNotionalAtPeriodStart(AbstractPeriod period, LIBORModelMonteCarloSimulationModel model) Calculates the notional at the start of a period, given a period.

Method Detail

getCurrency

String getCurrency()

Returns the currency string of this notional.

Returns:

the currency

getNotionalAtPeriodStart

RandomVariable getNotionalAtPeriodStart(AbstractPeriod period,
                                        LIBORModelMonteCarloSimulationModel model)
                                 throws CalculationException

Calculates the notional at the start of a period, given a period. Example: The notional can be independent of the period (constant running notional) or depending on the period (accruing notional).

Parameters:

period - Period.

model - The model against we are evaluation.

Returns:

The notional for the given period as of period start.

Throws:

CalculationException - Thrown if the valuation fails, specific cause may be available via the cause() method.

getNotionalAtPeriodEnd

RandomVariable getNotionalAtPeriodEnd(AbstractPeriod period,
                                      LIBORModelMonteCarloSimulationModel model)
                               throws CalculationException

Calculates the notional at the end of a period, given a period. Example: The notional can be independent of the period (constant running notional) or depending on the period (accruing notional).

Parameters:

period - Period.

model - The model against we are evaluation.

Returns:

The notional for the given period as of period end.

Throws:

CalculationException - Thrown if the valuation fails, specific cause may be available via the cause() method.