Interface Notional

    • Method Detail

      • 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.