/src/main/java/net/finmath/marketdata/products/ForwardRateAgreement.java
forward += model.getForward( forwardCurve, fixingDate, paymentDate-fixingDate) ;
forward += forwardCurve.getForward ( model, fixingDate, paymentDate-fixingDate ) ;
} final double fixingDate = schedule.getFixing(0); final double paymentDate = schedule.getPayment(0); final double periodLength = schedule.getPeriodLength(0); double forward = 0.0; if(forwardCurve != null) { <extra_id_0> } final double notional = isPayer ? 1.0 : -1.0; final double discountFactorFixingDate = fixingDate > evaluationTime ? discountCurve.getDiscountFactor(model, fixingDate) : 0.0; return notional * (forward - spread) / (1.0 + forward * periodLength) * discountFactorFixingDate * periodLength; } public double getRate(final AnalyticModel model) {