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

Packages that use Notional

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 Notional in net.finmath.montecarlo.interestrate.products

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

Modifier	Constructor	Description
	Swap(Notional 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, Notional[] notionals, AbstractIndex index, double[] spreads, boolean couponFlow, boolean isNotionalExchanged)	Creates a swap leg.
	SwapLeg(Schedule legSchedule, Notional notional, AbstractIndex index, double spread, boolean isNotionalExchanged)	Creates a swap leg.
	SwapLeg(Schedule legSchedule, Notional notional, AbstractIndex index, double spread, boolean couponFlow, boolean isNotionalExchanged, boolean isNotionalAccruing)	Creates a swap leg.

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

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

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

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

Modifier and Type	Method	Description
Notional	AbstractPeriod.getNotional()

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

Modifier	Constructor	Description
	AbstractPeriod(double periodStart, double periodEnd, double fixingDate, double paymentDate, Notional 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, Notional notional, AbstractProductComponent index, double daycountFraction)	Initialize basic properties of the period.
	AbstractPeriod(LocalDateTime referenceDate, double periodStart, double periodEnd, double fixingDate, double paymentDate, Notional notional, AbstractProductComponent index, double daycountFraction)	Initialize basic properties of the period.
	AccruingNotional(Notional 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, Notional 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, Notional 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, Notional 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, Notional notional, AbstractProductComponent index, double daycountFraction, boolean couponFlow, boolean notionalFlow, boolean payer, boolean isExcludeAccruedInterest)	Create a simple period with notional and index (coupon) flow.