/src/main/java/net/finmath/montecarlo/interestrate/products/SimpleZeroSwap.java
final double swaprate  = swaprates[period];final double paymentDate = paymentDates[period];
final double paymentDate = paymentDates[period];
public RandomVariable getValue(final double evaluationTime, final TermStructureMonteCarloSimulationModel model) throws CalculationException { RandomVariable values = model.getRandomVariableForConstant(0.0); RandomVariable notional = model.getRandomVariableForConstant(1.0); for(int period=0; period<fixingDates.length; period++) { final double fixingDate = fixingDates[period]; <extra_id_0> final double swaprate = swaprates[period]; final double periodLength = paymentDate - fixingDate; if(paymentDate < evaluationTime) { continue; } final RandomVariable index = floatIndex != null ? floatIndex.getValue(fixingDate, model) : model.getForwardRate(fixingDate, fixingDate, paymentDate);