/src/main/java/net/finmath/montecarlo/interestrate/products/FlexiCap.java
final double fixingDate = fixingDates[period];final double paymentDate = paymentDates[period];
final double paymentDate = paymentDates[period];
public RandomVariable getValue(final double evaluationTime, final TermStructureMonteCarloSimulationModel model) throws CalculationException { RandomVariable values = new RandomVariableFromDoubleArray(0.0); RandomVariable numberOfExcercises = new RandomVariableFromDoubleArray(maximumNumberOfExercises-0.5); for(int period=0; period<fixingDates.length; period++) { final double fixingDate = fixingDates[period]; <extra_id_0> if(evaluationTime > paymentDate) { continue; } final double strike = strikes[period]; final double periodLength = paymentDate - fixingDate; final RandomVariable libor = model.getForwardRate(fixingDate, fixingDate, paymentDate);