net.finmath.montecarlo.interestrate.products.components

Interface AbstractNotional

All Known Implementing Classes:

Notional

public interface AbstractNotional

Base class for notional classes.

Method Summary

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

Method Detail

getCurrency

java.lang.String getCurrency()

Returns the currency string of this notional.

Returns:

the currency

getNotionalAtPeriodStart

RandomVariableInterface getNotionalAtPeriodStart(AbstractPeriod period,
                                                 LIBORModelMonteCarloSimulationInterface model)

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.

getNotionalAtPeriodEnd

RandomVariableInterface getNotionalAtPeriodEnd(AbstractPeriod period,
                                               LIBORModelMonteCarloSimulationInterface 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.