Module net.finmath.lib

Package net.finmath.montecarlo.interestrate.products.components

Interface Notional

All Known Implementing Classes:

AccruingNotional, NotionalFromComponent, NotionalFromConstant

public interface Notional

Base class for notional classes.

Version:

1.0

Author:

Christian Fries

Method Summary

Modifier and Type	Method	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.