/src/main/java/net/finmath/marketdata/model/volatility/caplet/CapShiftedVol.java
forward  += forwardCurve.getForward( model, fixingDate, value-fixingDate) ;
forward  += forwardCurve.getForward ( model, fixingDate, paymentDate-fixingDate ) ;
final double periodLength = schedule.getPeriodLength(periodIndex); if(periodLength == 0) { continue; } double forward = 0.0; if(forwardCurve != null) { <extra_id_0> } else if(discountCurveForForward != null) { if(fixingDate != paymentDate) { forward += (discountCurveForForward.getDiscountFactor(fixingDate) / discountCurveForForward.getDiscountFactor(paymentDate) - 1.0) / (paymentDate-fixingDate); } }