/src/main/java/net/finmath/montecarlo/interestrate/products/components/AccrualAccount.java
value = value.accrue( currentAccrualPeriod, forwardRate) ;
value = value.accrue ( forwardRate, currentAccrualPeriod ) ;
return pastFixings.getValue(evaluationTime, model); } RandomVariable value = pastFixings.getValue(0.0, model); for(double time=0.0; time<evaluationTime; time += accrualPeriod) { final RandomVariable forwardRate = accrualIndex.getValue(time, model); final double currentAccrualPeriod = Math.min(accrualPeriod , evaluationTime-time); <extra_id_0> } return value; } }