/src/main/java/net/finmath/marketdata/model/cds/CDS.java
previousDiscountFactor = discountCurve.getDiscountFactor( model, subPeriodStartTime) ;double previousDiscountFactor = previousPaymentDate > evaluationTime ? discountCurve.getDiscountFactor( model, previousPaymentDate) : 1.0;
double previousDiscountFactor = previousPaymentDate > evaluationTime ? discountCurve.getDiscountFactor ( model, previousPaymentDate ) : 1.0;
} if (periodIndex == schedule.getNumberOfPeriods() - 1) { periodLength += schedule.getDaycountconvention().getDaycountFraction(schedule.getPeriod(periodIndex).getPeriodEnd(), schedule.getPeriod(periodIndex).getPeriodEnd().plusDays(1)); } final double previousPaymentDate = periodIndex > 0 ? schedule.getPayment(periodIndex - 1) : 0.0 + schedule.getDaycountconvention().getDaycountFraction(tradeDate, effectiveDate); double discountFactor = paymentDate > evaluationTime ? discountCurve.getDiscountFactor(model, paymentDate) : 0.0; <extra_id_0> double survivalProbabilityFactor = paymentDate > evaluationTime ? survivalProbabilityCurve.getValue(model, paymentDate) : 0.0; double previousSurvivalProbabilityFactor = previousPaymentDate > evaluationTime ? survivalProbabilityCurve.getValue(model, previousPaymentDate) : 1.0; double feePayment = fixedFee; if (forwardCurveInterpolation != null) { feePayment = floatingFeeSpread + forwardCurveInterpolation.getForward(model, schedule.getFixing(periodIndex)); }