net.finmath.montecarlo.interestrate.products.components

Class Notional

java.lang.Object

net.finmath.montecarlo.interestrate.products.components.Notional

All Implemented Interfaces:

AbstractNotional

public class Notional
extends java.lang.Object
implements AbstractNotional

A constant (non-stochastic) notional.

Constructor Summary

Constructors

Constructor and Description
Notional(double notional) Creates a constant (non-stochastic) notional.
Notional(double notional, java.lang.String currency) Creates a constant (non-stochastic) notional.

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.
java.lang.String	toString()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

Notional

public Notional(double notional,
                java.lang.String currency)

Creates a constant (non-stochastic) notional.

Parameters:

notional - The constant notional value.

currency - The currency.

Notional

public Notional(double notional)

Creates a constant (non-stochastic) notional.

Parameters:

notional - The constant notional value.

Method Detail

getCurrency

public java.lang.String getCurrency()

Description copied from interface: AbstractNotional

Returns the currency string of this notional.

Specified by:

getCurrency in interface AbstractNotional

Returns:

the currency

getNotionalAtPeriodEnd

public RandomVariableInterface getNotionalAtPeriodEnd(AbstractPeriod period,
                                                      LIBORModelMonteCarloSimulationInterface model)

Description copied from interface: AbstractNotional

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).

Specified by:

getNotionalAtPeriodEnd in interface AbstractNotional

Parameters:

period - Period.

model - The model against we are evaluation.

Returns:

The notional for the given period as of period end.

getNotionalAtPeriodStart

public RandomVariableInterface getNotionalAtPeriodStart(AbstractPeriod period,
                                                        LIBORModelMonteCarloSimulationInterface model)

Description copied from interface: AbstractNotional

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).

Specified by:

getNotionalAtPeriodStart in interface AbstractNotional

Parameters:

period - Period.

model - The model against we are evaluation.

Returns:

The notional for the given period as of period start.

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object