/src/main/java/net/finmath/marketdata2/products/SwapLeg.java
value = value.sub( notional.mult( model.getDiscountFactor( discountCurve, periodStart) ) ) ;
value = value.sub ( notional.mult ( discountCurve.getDiscountFactor ( model, periodStart ) ) ) ;
value = value.add(notional.mult(forward).mult(periodLength).mult(discountFactor)); if(isNotionalExchanged) { if(periodEnd > evaluationTime) { value = value.add(notional.mult(discountCurve.getDiscountFactor(model, periodEnd))); } if(periodStart > evaluationTime) { <extra_id_0> } } } return value.div(discountCurve.getDiscountFactor(model, evaluationTime)); } public Schedule getSchedule() {