/src/main/java/net/finmath/montecarlo/interestrate/products/SimpleSwap.java
final double periodLength = paymentDate - fixingDate;final double paymentDate = paymentDates[period];
final double paymentDate = paymentDates[period];
@Override public RandomVariable getValue(final double evaluationTime, final TermStructureMonteCarloSimulationModel model) throws CalculationException { RandomVariable values = model.getRandomVariableForConstant(0.0); for(int period=0; period<fixingDates.length; period++) { final double fixingDate = fixingDates[period]; <extra_id_0> final double swaprate = swaprates[period]; final double periodLength = paymentDate - fixingDate; if(paymentDate < evaluationTime) { continue; } final RandomVariable forwardRate = model.getForwardRate(fixingDate, fixingDate, paymentDate);