/src/main/java/net/finmath/montecarlo/interestrate/products/SwaptionFromSwapSchedules.java
final Period period = peridIndex.getPeriod( schedule) ;
final Period period = schedule.getPeriod ( peridIndex ) ;
modelReferenceDate = schedule.getReferenceDate(); } } catch(final UnsupportedOperationException e) {} RandomVariable discountedCashflowFloatingLeg = model.getRandomVariableForConstant(0.0); for(int peridIndex = schedule.getNumberOfPeriods() - 1; peridIndex >= 0; peridIndex--) { <extra_id_0> final double paymentTime = FloatingpointDate.getFloatingPointDateFromDate(modelReferenceDate, period.getPayment()); final double fixingTime = FloatingpointDate.getFloatingPointDateFromDate(modelReferenceDate, period.getFixing()); final double periodLength = schedule.getPeriodLength(peridIndex); final RandomVariable discountBond = model.getModel().getForwardDiscountBond(model.getProcess(), evaluationTime, paymentTime); if(paysFloatingRate) { final RandomVariable libor = model.getForwardRate(evaluationTime, fixingTime, paymentTime);