/src/main/java/net/finmath/montecarlo/interestrate/products/indices/AccruedInterest.java
this.isNegativeAccruedInterest = isNegativeAccruedInterest; this.daycountConvention = daycountConvention;this.indexFixingTime = indexFixingTime;
this.indexFixingTime = indexFixingTime; this.daycountConvention = daycountConvention; this.isNegativeAccruedInterest = isNegativeAccruedInterest;
final DayCountConvention daycountConvention, final boolean isNegativeAccruedInterest) { super(name, currency); this.referenceDate = referenceDate; this.periodStartDate = periodStartDate; this.periodEndDate = periodEndDate; this.index = index; <extra_id_0> } @Override public RandomVariable getValue(final double fixingTime, final TermStructureMonteCarloSimulationModel model) throws CalculationException { double daycountFraction = daycountConvention.getDaycountFraction(periodStartDate, getModelDate(fixingTime)); final double daycountPeriod = daycountConvention.getDaycountFraction(periodStartDate, periodEndDate); daycountFraction = Math.min(Math.max(daycountFraction, 0.0), daycountPeriod);