org.drip.product.params

Class NotionalSetting

java.lang.Object

org.drip.product.params.NotionalSetting

All Implemented Interfaces:

Validatable

public class NotionalSetting
extends java.lang.Object
implements Validatable

NotionalSetting contains the product's notional schedule and the amount. It also incorporates hints on how the notional factors are to be interpreted - off of the original or the current notional. Further flags tell whether the notional factor is to be applied at the start/end/average of the coupon period. It exports serialization into and de-serialization out of byte arrays.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
static int	PERIOD_AMORT_AT_END Period amortization proxies to the period end factor
static int	PERIOD_AMORT_AT_START Period amortization proxies to the period start factor
static int	PERIOD_AMORT_EFFECTIVE Period amortization proxies to the period effective factor

Constructor Summary

Constructors

Constructor and Description
NotionalSetting(double dblNotionalAmount, java.lang.String strDenominationCurrency, Array2D fsOutstanding, int iPeriodAmortizationMode, boolean bPriceOffOriginalNotional) Construct the NotionalSetting from the notional schedule and the amount.

Method Summary

Modifier and Type	Method and Description
java.lang.String	denominationCurrency() Currency in which the Notional is specified
double	notionalAmount() Retrieve the Notional Amount
Array2D	outstandingFactorSchedule() Retrieve the Outstanding Factor Schedule
int	periodAmortizationMode() Retrieve the Period Amortization Mode
boolean	priceOffOfOriginalNotional() Retrieve "Price Off Of Original Notional" Flag
boolean	validate() Validate the current object state

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

PERIOD_AMORT_AT_START

public static final int PERIOD_AMORT_AT_START

Period amortization proxies to the period start factor

See Also:

Constant Field Values

PERIOD_AMORT_AT_END

public static final int PERIOD_AMORT_AT_END

Period amortization proxies to the period end factor

See Also:

Constant Field Values

PERIOD_AMORT_EFFECTIVE

public static final int PERIOD_AMORT_EFFECTIVE

Period amortization proxies to the period effective factor

See Also:

Constant Field Values

Constructor Detail

NotionalSetting

public NotionalSetting(double dblNotionalAmount,
                       java.lang.String strDenominationCurrency,
                       Array2D fsOutstanding,
                       int iPeriodAmortizationMode,
                       boolean bPriceOffOriginalNotional)

Construct the NotionalSetting from the notional schedule and the amount.

Parameters:

fsOutstanding - Outstanding Factor Schedule

dblNotionalAmount - Notional Amount

strDenominationCurrency - The Currency of Denomination

iPeriodAmortizationMode - Period Amortization Proxy Mode

bPriceOffOriginalNotional - Indicates whether the price is based off of the original notional

Method Detail

validate

public boolean validate()

Description copied from interface: Validatable

Validate the current object state

Specified by:

validate in interface Validatable

Returns:

Validation successful (true) or failed (false)

notionalAmount

public double notionalAmount()

Retrieve the Notional Amount

Returns:

The Notional Amount

priceOffOfOriginalNotional

public boolean priceOffOfOriginalNotional()

Retrieve "Price Off Of Original Notional" Flag

Returns:

TRUE - Price Quote is based off of the original notional

periodAmortizationMode

public int periodAmortizationMode()

Retrieve the Period Amortization Mode

Returns:

The Period Amortization Mode

outstandingFactorSchedule

public Array2D outstandingFactorSchedule()

Retrieve the Outstanding Factor Schedule

Returns:

The Outstanding Factor Schedule

denominationCurrency

public java.lang.String denominationCurrency()

Currency in which the Notional is specified

Returns:

The Currency of Denomination