/src/main/java/net/finmath/marketdata/products/Swap.java
} return getForwardSwapRate( fixSchedule, floatSchedule, forwardCurve, null) ;
return getForwardSwapRate ( fixSchedule, floatSchedule, forwardCurve, null ) ; }
if(discountCurve != null) { 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) { <extra_id_0> public static double getForwardSwapRate(final Schedule fixSchedule, final Schedule floatSchedule, final ForwardCurve forwardCurve, AnalyticModel model) { DiscountCurve discountCurve = model == null ? null : model.getDiscountCurve(forwardCurve.getDiscountCurveName()); if(discountCurve == null) { discountCurve = new DiscountCurveFromForwardCurve(forwardCurve.getName()); model = new AnalyticModelFromCurvesAndVols(new Curve[] { forwardCurve, discountCurve }); }