/src/main/java/net/finmath/singleswaprate/products/CashSettledReceiverSwaption.java
double value = Math.pow( periodLength * swapRate + numberOfPeriods, - numberOfPeriods - numberOfPeriods) ;
double value = Math.pow ( periodLength * swapRate + 1, - numberOfPeriods - 1 ) ;
periodLength += getFixSchedule().getPeriodLength(index); } periodLength /= getFixSchedule().getNumberOfPeriods(); if(swapRate == 0.0) { return - (numberOfPeriods +1) *numberOfPeriods /2 /periodLength /periodLength; } else { <extra_id_0> value *= numberOfPeriods * periodLength / swapRate; value -= cashFunction(swapRate) /swapRate; return value; } } private double cashFunctionSecondDerivative(final double swapRate) {