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

Class NotionalFromConstant

java.lang.Object
net.finmath.montecarlo.interestrate.products.components.NotionalFromConstant
All Implemented Interfaces:
Notional
public class NotionalFromConstant extends Object implements Notional
A constant (non-stochastic) notional.
Version:
1.0
Author:
Christian Fries

  • Constructor Details

    • NotionalFromConstant

      public NotionalFromConstant(double notional, String currency)
      Creates a constant (non-stochastic) notional.
      Parameters:
      notional - The constant notional value.
      currency - The currency.

    • NotionalFromConstant

      public NotionalFromConstant(double notional)
      Creates a constant (non-stochastic) notional.
      Parameters:
      notional - The constant notional value.

  • Method Details

    • getCurrency

      public String getCurrency()
      Description copied from interface: Notional
      Returns the currency string of this notional.
      Specified by:
      getCurrency in interface Notional
      Returns:
      the currency

    • getNotionalAtPeriodEnd

      public RandomVariable getNotionalAtPeriodEnd(AbstractPeriod period, TermStructureMonteCarloSimulationModel model)
      Description copied from interface: Notional
      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 Notional
      Parameters:
      period - Period.
      model - The model against we are evaluation.
      Returns:
      The notional for the given period as of period end.

    • getNotionalAtPeriodStart

      public RandomVariable getNotionalAtPeriodStart(AbstractPeriod period, TermStructureMonteCarloSimulationModel model)
      Description copied from interface: Notional
      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 Notional
      Parameters:
      period - Period.
      model - The model against we are evaluation.
      Returns:
      The notional for the given period as of period start.

    • toString

      public String toString()
      Overrides:
      toString in class Object