Package 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 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 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 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 Details

    • 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 Details

    • 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 Details

    • 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