/src/main/java/net/finmath/montecarlo/interestrate/products/SimpleSwap.java
payoff = payoff.mult((-1.0));
if ( !isPayFix ) { payoff = payoff.mult ( -1.0 ) ; }
final double periodLength = paymentDate - fixingDate; if(paymentDate < evaluationTime) { continue; } final RandomVariable forwardRate = model.getForwardRate(fixingDate, fixingDate, paymentDate); RandomVariable payoff = forwardRate.sub(swaprate).mult(periodLength).mult(notional[period]); <extra_id_0> final RandomVariable numeraire = model.getNumeraire(paymentDate); final RandomVariable monteCarloProbabilities = model.getMonteCarloWeights(paymentDate); payoff = payoff.div(numeraire).mult(monteCarloProbabilities); values = values.add(payoff); } final RandomVariable numeraireAtEvalTime = model.getNumeraire(evaluationTime);