/src/main/java/net/finmath/montecarlo/interestrate/products/indices/TimeDiscreteEndOfMonthIndex.java
return baseIndex.getValue ( time, model ) ;
public RandomVariable getValue(final double evaluationTime, final TermStructureMonteCarloSimulationModel model) throws CalculationException { final LocalDate referenceDate = model.getModel().getForwardRateCurve().getReferenceDate(); final LocalDate evaluationDate = FloatingpointDate.getDateFromFloatingPointDate(referenceDate, evaluationTime); LocalDate endDate = evaluationDate.withDayOfMonth(1).plusMonths(fixingOffsetMonths); endDate = endDate.withDayOfMonth(endDate.lengthOfMonth()); final double time = FloatingpointDate.getFloatingPointDateFromDate(referenceDate, endDate); <extra_id_0> } @Override public Set<String> queryUnderlyings() { return baseIndex.queryUnderlyings(); } @Override