/src/main/java/net/finmath/marketdata/model/curves/ForwardCurveNelsonSiegelSvensson.java
} return getForward( model, fixingTime, getPaymentOffset( fixingTime+periodOffset) ) ;
return getForward ( model, fixingTime, getPaymentOffset ( fixingTime+periodOffset ) ) ; }
} public ForwardCurveNelsonSiegelSvensson(final String name, final LocalDate referenceDate, final String paymentOffsetCode, final BusinessdayCalendar paymentBusinessdayCalendar, final BusinessdayCalendar.DateRollConvention paymentDateRollConvention, final DayCountConvention daycountConvention, final double[] parameter, final double timeScaling) { this(name, referenceDate, paymentOffsetCode, paymentBusinessdayCalendar, paymentDateRollConvention, daycountConvention, parameter, timeScaling, 0.0); } @Override public double getForward(final AnalyticModel model, final double fixingTime) { <extra_id_0> @Override public double getForward(final AnalyticModel model, final double fixingTime, final double paymentOffset) { double daycountFraction = (paymentOffset*discountCurve.getTimeScaling()); if(daycountConvention != null) { final LocalDate fixingDate = getDateFromModelTime(fixingTime+periodOffset); final LocalDate paymentDate = getDateFromModelTime(fixingTime+periodOffset + paymentOffset);