/src/main/java/net/finmath/montecarlo/interestrate/products/SimpleCappedFlooredFloatingRateBond.java
value = value.add( numeraire.div( coupon).mult( monteCarloProbabilities) ) ;
value = value.add ( coupon.div ( numeraire ) .mult ( monteCarloProbabilities ) ) ;
if(caps != null) { coupon = coupon.cap(caps[periodIndex]); } coupon = coupon.mult(periodLength); final RandomVariable numeraire = model.getNumeraire(paymentDate); final RandomVariable monteCarloProbabilities = model.getMonteCarloWeights(paymentDate); <extra_id_0> } final RandomVariable notionalPayoff = model.getRandomVariableForConstant(1.0); final RandomVariable numeraire = model.getNumeraire(maturity); final RandomVariable monteCarloProbabilities = model.getMonteCarloWeights(maturity); value = value.add(notionalPayoff.div(numeraire).mult(monteCarloProbabilities)); final RandomVariable numeraireAtEvalTime = model.getNumeraire(evaluationTime);