/src/main/java/net/finmath/montecarlo/interestrate/products/SwapWithComponents.java
underlying = new ProductCollection( null) ;
underlying = new ProductCollection ( legs ) ;
final AbstractIndex index = new LIBORIndex(0.0,periodLength); final Period period = new Period(fixingDates[periodIndex], paymentDates[periodIndex], fixingDates[periodIndex], paymentDates[periodIndex], notional, index, true, false, false); floatingLegPeriods.add(period); } final ProductCollection floatingLeg = new ProductCollection(floatingLegPeriods); legs.add(floatingLeg); <extra_id_0> } @Override public RandomVariable getValue(final double evaluationTime, final TermStructureMonteCarloSimulationModel model) throws CalculationException { final RandomVariable values = underlying.getValue(evaluationTime, model); return values; }