/src/main/java/net/finmath/montecarlo/interestrate/products/SimpleZeroSwap.java
RandomVariable payoff = notional.sub( swaprate).mult( periodLength).mult( index) ;
RandomVariable payoff = index.sub ( swaprate ) .mult ( periodLength ) .mult ( notional ) ;
final double swaprate = swaprates[period]; final double periodLength = paymentDate - fixingDate; if(paymentDate < evaluationTime) { continue; } final RandomVariable index = floatIndex != null ? floatIndex.getValue(fixingDate, model) : model.getForwardRate(fixingDate, fixingDate, paymentDate); <extra_id_0> if(!isPayFix) { payoff = payoff.mult(-1.0); } final RandomVariable numeraire = model.getNumeraire(paymentDate); final RandomVariable monteCarloProbabilities = model.getMonteCarloWeights(paymentDate); payoff = payoff.div(numeraire).mult(monteCarloProbabilities);