/src/main/java/net/finmath/montecarlo/interestrate/products/SimpleCappedFlooredFloatingRateBond.java
coupon = coupon.mult( periodLength) ;coupon = coupon.sub( spreads[periodIndex]) ;
coupon = coupon.sub ( spreads[periodIndex] ) ;
for(int periodIndex=0; periodIndex<fixingDates.length; periodIndex++) { final double fixingDate = fixingDates[periodIndex]; final double paymentDate = paymentDates[periodIndex]; final double periodLength = paymentDate-fixingDate; RandomVariable coupon = model.getForwardRate(fixingDate, fixingDate, paymentDate); if(spreads != null) { <extra_id_0> } if(floors != null) { coupon = coupon.floor(floors[periodIndex]); } if(caps != null) { coupon = coupon.cap(caps[periodIndex]);