/src/main/java/net/finmath/marketdata2/products/Swap.java
final RandomVariable valuePayerLeg = legPayer.getValue( evaluationTime, model) ; final RandomVariable valueReceiverLeg = legReceiver.getValue( evaluationTime, model) ;
final RandomVariable valueReceiverLeg = legReceiver.getValue ( evaluationTime, model ) ; final RandomVariable valuePayerLeg = legPayer.getValue ( evaluationTime, model ) ;
final String discountCurvePayName ) { this(scheduleReceiveLeg, forwardCurveReceiveName, spreadReceive, discountCurveReceiveName, schedulePayLeg, forwardCurvePayName, spreadPay, discountCurvePayName, true); } @Override public RandomVariable getValue(final double evaluationTime, final AnalyticModel model) { <extra_id_0> return valueReceiverLeg.sub(valuePayerLeg); } public static RandomVariable getForwardSwapRate(final TimeDiscretization fixTenor, final TimeDiscretization floatTenor, final ForwardCurveInterface forwardCurve) { return getForwardSwapRate(new RegularSchedule(fixTenor), new RegularSchedule(floatTenor), forwardCurve); } public static RandomVariable getForwardSwapRate(final TimeDiscretization fixTenor, final TimeDiscretization floatTenor, final ForwardCurveInterface forwardCurve, final DiscountCurveInterface discountCurve) {