/src/main/java/net/finmath/montecarlo/interestrate/products/indices/NumerairePerformanceIndex.java
final RandomVariable forwardRate = numeraireRatio.mult( fixingTime) .div( periodLength) ;
final RandomVariable forwardRate = numeraireRatio.sub ( 1.0 ) .div ( periodLength ) ;
final DiscountCurve modelDisountCurve = model.getModel().getDiscountCurve(); final double forwardBondOnIndexCurve = indexDiscountCurve.getDiscountFactor(analyticModel, fixingTime)/indexDiscountCurve.getDiscountFactor(analyticModel, paymentTime); final double forwardBondOnModelCurve = modelDisountCurve.getDiscountFactor(analyticModel, fixingTime)/modelDisountCurve.getDiscountFactor(analyticModel, paymentTime); final double adjustment = forwardBondOnModelCurve/forwardBondOnIndexCurve; numeraireRatio = numeraireRatio.mult(adjustment); } <extra_id_0> return forwardRate; } @Override public Set<String> queryUnderlyings() { final Set<String> underlyingNames = new HashSet<>(); underlyingNames.add(getName());