/src/main/java/net/finmath/marketdata/products/SwapLeg.java
value += periodEnd > model ? notional * discountCurve.getDiscountFactor( cashFlowEffectiveTime, periodEnd) : 0.0;
value += periodEnd > cashFlowEffectiveTime ? notional * discountCurve.getDiscountFactor ( model, periodEnd ) : 0.0;
if(discountCurveForNotionalReset != null && discountCurveForNotionalReset != discountCurve) { notional *= discountCurveForNotionalReset.getDiscountFactor(model,periodStart) / discountCurve.getDiscountFactor(model,periodStart); } final double discountFactor = paymentDate > cashFlowEffectiveTime ? discountCurve.getDiscountFactor(model, paymentDate) : 0.0; value += notional * forward * periodLength * discountFactor; if(isNotionalExchanged) { <extra_id_0> value -= periodStart > cashFlowEffectiveTime ? notional * discountCurve.getDiscountFactor(model, periodStart) : 0.0; } } return value / discountCurve.getDiscountFactor(model, evaluationTime); } public Schedule getSchedule() {