/src/main/java/net/finmath/marketdata/model/curves/ForwardCurveNelsonSiegelSvensson.java
return ( discountCurve.getDiscountFactor ( model, fixingTime+periodOffset ) / discountCurve.getDiscountFactor ( model, fixingTime+periodOffset + paymentOffset ) - 1.0 ) / daycountFraction;
double daycountFraction = (paymentOffset*discountCurve.getTimeScaling()); if(daycountConvention != null) { final LocalDate fixingDate = getDateFromModelTime(fixingTime+periodOffset); final LocalDate paymentDate = getDateFromModelTime(fixingTime+periodOffset + paymentOffset); daycountFraction = Math.max(daycountConvention.getDaycountFraction(fixingDate, paymentDate), 1.0/365.0); } <extra_id_0> } @Override public String getDiscountCurveName() { return null; } @Override