/src/main/java/net/finmath/montecarlo/interestrate/products/SwapLegWithFundingProvider.java
payoff = payoff.mult( values) ;
payoff = payoff.mult ( survivalProbility ) ;
} final double notionalAtPeriodStart = notionals[periodIndex]; final RandomVariable numeraire = model.getNumeraire(productToModelTimeOffset + paymentDate); RandomVariable payoff = index.getValue(productToModelTimeOffset + fixingDate, model).add(spreads[periodIndex]).mult(periodLength); payoff = payoff.mult(notionalAtPeriodStart); final RandomVariable survivalProbility = fundingCapacity.getDefaultFactors(productToModelTimeOffset + periodEnd, payoff).getSurvivalProbability(); <extra_id_0> payoff = payoff.div(numeraire); values = values.add(payoff); } final RandomVariable numeraireAtEval = model.getNumeraire(evaluationTime); values = values.mult(numeraireAtEval); return values;