Module net.finmath.lib
Class NotionalFromConstant
- java.lang.Object
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- net.finmath.montecarlo.interestrate.products.components.NotionalFromConstant
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Constructor Summary
Constructors Constructor Description NotionalFromConstant(double notional)
Creates a constant (non-stochastic) notional.NotionalFromConstant(double notional, String currency)
Creates a constant (non-stochastic) notional.
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Method Summary
All Methods Instance Methods Concrete 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.String
toString()
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Constructor Detail
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NotionalFromConstant
public NotionalFromConstant(double notional, String currency)
Creates a constant (non-stochastic) notional.- Parameters:
notional
- The constant notional value.currency
- The currency.
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NotionalFromConstant
public NotionalFromConstant(double notional)
Creates a constant (non-stochastic) notional.- Parameters:
notional
- The constant notional value.
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Method Detail
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getCurrency
public String getCurrency()
Description copied from interface:Notional
Returns the currency string of this notional.- Specified by:
getCurrency
in interfaceNotional
- Returns:
- the currency
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getNotionalAtPeriodEnd
public RandomVariable getNotionalAtPeriodEnd(AbstractPeriod period, LIBORModelMonteCarloSimulationModel 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 interfaceNotional
- Parameters:
period
- Period.model
- The model against we are evaluation.- Returns:
- The notional for the given period as of period end.
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getNotionalAtPeriodStart
public RandomVariable getNotionalAtPeriodStart(AbstractPeriod period, LIBORModelMonteCarloSimulationModel 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 interfaceNotional
- Parameters:
period
- Period.model
- The model against we are evaluation.- Returns:
- The notional for the given period as of period start.
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