Uses of Interface
net.finmath.montecarlo.interestrate.products.components.AbstractNotional

Packages that use AbstractNotional

Package	Description
net.finmath.montecarlo.interestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel.
net.finmath.montecarlo.interestrate.products.components	Provides a set product components which allow to build financial products by composition.

Uses of AbstractNotional in net.finmath.montecarlo.interestrate.products

Constructors in net.finmath.montecarlo.interestrate.products with parameters of type AbstractNotional

Constructor and Description
Swap(AbstractNotional notional, Schedule scheduleReceiveLeg, AbstractIndex indexReceiveLeg, double spreadReceiveLeg, Schedule schedulePayLeg, AbstractIndex indexPayLeg, double spreadPayLeg) Create a swap from schedules, notional, indices and spreads (fixed coupons).
SwapLeg(Schedule legSchedule, AbstractNotional[] notionals, AbstractIndex index, double[] spreads, boolean couponFlow, boolean isNotionalExchanged) Creates a swap leg.
SwapLeg(Schedule legSchedule, AbstractNotional notional, AbstractIndex index, double spread, boolean isNotionalExchanged) Creates a swap leg.
SwapLeg(Schedule legSchedule, AbstractNotional notional, AbstractIndex index, double spread, boolean couponFlow, boolean isNotionalExchanged, boolean isNotionalAccruing) Creates a swap leg.

Uses of AbstractNotional in net.finmath.montecarlo.interestrate.products.components

Classes in net.finmath.montecarlo.interestrate.products.components that implement AbstractNotional

Modifier and Type	Class and Description
class	AccruingNotional
class	Notional A constant (non-stochastic) notional.
class	NotionalFromComponent A stochastic notional derived from the valuation of a component.

Methods in net.finmath.montecarlo.interestrate.products.components that return AbstractNotional

Modifier and Type	Method and Description
AbstractNotional	AbstractPeriod.getNotional()

Constructors in net.finmath.montecarlo.interestrate.products.components with parameters of type AbstractNotional

Constructor and Description
AbstractPeriod(double periodStart, double periodEnd, double fixingDate, double paymentDate, AbstractNotional notional, AbstractProductComponent index) Initialize basic properties of the period using the idealized daycount faction periodEnd-periodStart.
AbstractPeriod(double periodStart, double periodEnd, double fixingDate, double paymentDate, AbstractNotional notional, AbstractProductComponent index, double daycountFraction) Initialize basic properties of the period.
AbstractPeriod(LocalDateTime referenceDate, double periodStart, double periodEnd, double fixingDate, double paymentDate, AbstractNotional notional, AbstractProductComponent index, double daycountFraction) Initialize basic properties of the period.
AccruingNotional(AbstractNotional previousPeriodNotional, AbstractPeriod previousPeriod) Creates a notion where the notional of the period start is calculated as the notional of the previous period's period end and the notional at period end is calculated as being accrued via getCoupon on the current period.
Period(double periodStart, double periodEnd, double fixingDate, double paymentDate, AbstractNotional notional, AbstractProductComponent index, boolean couponFlow, boolean notionalFlow, boolean payer) Create a simple period with notional and index (coupon) flow.
Period(double periodStart, double periodEnd, double fixingDate, double paymentDate, AbstractNotional notional, AbstractProductComponent index, double daycountFraction, boolean couponFlow, boolean notionalFlow, boolean payer) Create a simple period with notional and index (coupon) flow.
Period(double periodStart, double periodEnd, double fixingDate, double paymentDate, AbstractNotional notional, AbstractProductComponent index, double daycountFraction, boolean couponFlow, boolean notionalFlow, boolean payer, boolean isExcludeAccruedInterest) Create a simple period with notional and index (coupon) flow.
Period(LocalDateTime referenceDate, double periodStart, double periodEnd, double fixingDate, double paymentDate, AbstractNotional notional, AbstractProductComponent index, double daycountFraction, boolean couponFlow, boolean notionalFlow, boolean payer, boolean isExcludeAccruedInterest) Create a simple period with notional and index (coupon) flow.