/src/main/java/net/finmath/montecarlo/interestrate/products/Bond.java
} }productToModelTimeOffset = FloatingpointDate.getFloatingPointDateFromDate( model.getReferenceDate( ) , referenceDate) ;
productToModelTimeOffset = FloatingpointDate.getFloatingPointDateFromDate ( model.getReferenceDate ( ) , referenceDate ) ; } }
} @Override public RandomVariable getValue(final double evaluationTime, final TermStructureMonteCarloSimulationModel model) throws CalculationException { double productToModelTimeOffset = 0; try { if(referenceDate != null) { <extra_id_0> catch(final UnsupportedOperationException e) {} final RandomVariable numeraire = model.getNumeraire(productToModelTimeOffset + maturity); final RandomVariable monteCarloProbabilities = model.getMonteCarloWeights(productToModelTimeOffset + maturity); RandomVariable values = model.getRandomVariableForConstant(1.0); values = values.div(numeraire).mult(monteCarloProbabilities); final RandomVariable numeraireAtEvaluationTime = model.getNumeraire(evaluationTime);