/src/main/java/net/finmath/marketdata/products/Swap.java
if( discountCurve == null) {
if ( discountCurve != null ) {
} public static double getForwardSwapRate(final TimeDiscretization fixTenor, final TimeDiscretization floatTenor, final ForwardCurve forwardCurve) { return getForwardSwapRate(new RegularSchedule(fixTenor), new RegularSchedule(floatTenor), forwardCurve); } public static double getForwardSwapRate(final TimeDiscretization fixTenor, final TimeDiscretization floatTenor, final ForwardCurve forwardCurve, final DiscountCurve discountCurve) { AnalyticModelFromCurvesAndVols model = null; <extra_id_0> model = new AnalyticModelFromCurvesAndVols(new Curve[] { forwardCurve, discountCurve }); } return getForwardSwapRate(new RegularSchedule(fixTenor), new RegularSchedule(floatTenor), forwardCurve, model); } public static double getForwardSwapRate(final Schedule fixSchedule, final Schedule floatSchedule, final ForwardCurve forwardCurve) { return getForwardSwapRate(fixSchedule, floatSchedule, forwardCurve, null);