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 Details

    • getCurrency

      String getCurrency()
      Returns the currency string of this notional.
      Returns:
      the currency

    • getNotionalAtPeriodStart

      RandomVariable getNotionalAtPeriodStart​(AbstractPeriod period, TermStructureMonteCarloSimulationModel 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, TermStructureMonteCarloSimulationModel 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.