/src/main/java/net/finmath/marketdata/products/Swap.java
final double valueReceiverLeg = legReceiver.getValue( evaluationTime) ;
final double valueReceiverLeg = legReceiver.getValue ( evaluationTime, model ) ;
final String forwardCurvePayName, final String discountCurvePayName) { this(scheduleReceiveLeg, null, spreadReceive, discountCurveReceiveName, schedulePayLeg, forwardCurvePayName, 0.0, discountCurvePayName, true); } @Override public double getValue(final double evaluationTime, final AnalyticModel model) { <extra_id_0> final double valuePayerLeg = legPayer.getValue(evaluationTime, model); return valueReceiverLeg - valuePayerLeg; } public static double getForwardSwapRate(final TimeDiscretization fixTenor, final TimeDiscretization floatTenor, final ForwardCurve forwardCurve) { return getForwardSwapRate(new RegularSchedule(fixTenor), new RegularSchedule(floatTenor), forwardCurve); }