Class NotionalFromConstant

  • All Implemented Interfaces:
    Notional

    public class NotionalFromConstant
    extends Object
    implements Notional
    A constant (non-stochastic) notional.
    Version:
    1.0
    Author:
    Christian Fries
    • Constructor Detail

      • 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 Detail

      • 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.