Uses of Class
net.finmath.montecarlo.interestrate.products.components.AbstractPeriod

Packages that use AbstractPeriod

Package	Description
net.finmath.montecarlo.interestrate.products.components	Provides a set product components which allow to build financial products by composition.

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

Subclasses of AbstractPeriod in net.finmath.montecarlo.interestrate.products.components

Modifier and Type	Class	Description
class	Period	A period.

Methods in net.finmath.montecarlo.interestrate.products.components with parameters of type AbstractPeriod

Modifier and Type	Method	Description
RandomVariable	AccruingNotional.getNotionalAtPeriodEnd(AbstractPeriod period, TermStructureMonteCarloSimulationModel model)
RandomVariable	Notional.getNotionalAtPeriodEnd(AbstractPeriod period, TermStructureMonteCarloSimulationModel model)	Calculates the notional at the end of a period, given a period.
RandomVariable	NotionalFromComponent.getNotionalAtPeriodEnd(AbstractPeriod period, TermStructureMonteCarloSimulationModel model)
RandomVariable	NotionalFromConstant.getNotionalAtPeriodEnd(AbstractPeriod period, TermStructureMonteCarloSimulationModel model)
RandomVariable	AccruingNotional.getNotionalAtPeriodStart(AbstractPeriod period, TermStructureMonteCarloSimulationModel model)
RandomVariable	Notional.getNotionalAtPeriodStart(AbstractPeriod period, TermStructureMonteCarloSimulationModel model)	Calculates the notional at the start of a period, given a period.
RandomVariable	NotionalFromComponent.getNotionalAtPeriodStart(AbstractPeriod period, TermStructureMonteCarloSimulationModel model)
RandomVariable	NotionalFromConstant.getNotionalAtPeriodStart(AbstractPeriod period, TermStructureMonteCarloSimulationModel model)

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

Modifier	Constructor	Description
	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.