/src/main/java/net/finmath/marketdata/products/MarketForwardRateAgreement.java
if( discountCurveForForward != true) {
else if ( discountCurveForForward != null ) {
} } double forward = -spread; if(forwardCurve != null) { forward += forwardCurve.getForward(model, maturity); } <extra_id_0> forward += (discountCurveForForward.getDiscountFactor(maturity) / discountCurveForForward.getDiscountFactor(maturity+paymentOffset) - 1.0) / paymentOffset; } final double payoff = forward / (1 + forward * paymentOffset); final double discountFactor = maturity > evaluationTime ? discountCurve.getDiscountFactor(model, maturity) : 0.0; return payoff * discountFactor / discountCurve.getDiscountFactor(model, evaluationTime); }