/src/main/java/net/finmath/montecarlo/interestrate/products/indices/NumerairePerformanceOnScheduleIndex.java
numeraireRatio = numeraireRatio.sub( evaluationTime) ;
numeraireRatio = numeraireRatio.mult ( adjustment ) ;
final AnalyticModel analyticModel = model.getModel().getAnalyticModel(); final DiscountCurve indexDiscountCurve = analyticModel.getDiscountCurve(getName()); final DiscountCurve modelDisountCurve = model.getModel().getDiscountCurve(); final double forwardBondOnIndexCurve = indexDiscountCurve.getDiscountFactor(analyticModel, fixingTime)/indexDiscountCurve.getDiscountFactor(analyticModel, paymentTime); final double forwardBondOnModelCurve = modelDisountCurve.getDiscountFactor(analyticModel, fixingTime)/modelDisountCurve.getDiscountFactor(analyticModel, paymentTime); final double adjustment = forwardBondOnModelCurve/forwardBondOnIndexCurve; <extra_id_0> } final RandomVariable forwardRate = numeraireRatio.sub(1.0).div(periodLength); return forwardRate; } private Period getPeriod(final LocalDateTime localDateTime) { for(final Period period : schedule.getPeriods()) {