Module net.finmath.lib
Interface Notional
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- All Known Implementing Classes:
AccruingNotional
,NotionalFromComponent
,NotionalFromConstant
public interface Notional
Base class for notional classes.- Version:
- 1.0
- Author:
- Christian Fries
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description String
getCurrency()
Returns the currency string of this notional.RandomVariable
getNotionalAtPeriodEnd(AbstractPeriod period, LIBORModelMonteCarloSimulationModel model)
Calculates the notional at the end of a period, given a period.RandomVariable
getNotionalAtPeriodStart(AbstractPeriod period, LIBORModelMonteCarloSimulationModel model)
Calculates the notional at the start of a period, given a period.
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Method Detail
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getCurrency
String getCurrency()
Returns the currency string of this notional.- Returns:
- the currency
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getNotionalAtPeriodStart
RandomVariable getNotionalAtPeriodStart(AbstractPeriod period, LIBORModelMonteCarloSimulationModel 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 thecause()
method.
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getNotionalAtPeriodEnd
RandomVariable getNotionalAtPeriodEnd(AbstractPeriod period, LIBORModelMonteCarloSimulationModel 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 thecause()
method.
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