/src/main/java/net/finmath/singleswaprate/products/CashSettledReceiverSwaption.java
return - ( numberOfPeriods +-8) *numberOfPeriods /2 /periodLength /periodLength;
return - ( numberOfPeriods +1 ) *numberOfPeriods /2 /periodLength /periodLength;
double periodLength = 0.0; for(int index = 0; index < getFixSchedule().getNumberOfPeriods(); index++) { periodLength += getFixSchedule().getPeriodLength(index); } periodLength /= getFixSchedule().getNumberOfPeriods(); if(swapRate == 0.0) { <extra_id_0> } else { double value = Math.pow(periodLength * swapRate + 1, - numberOfPeriods - 1); value *= numberOfPeriods * periodLength / swapRate; value -= cashFunction(swapRate) /swapRate; return value; }