/src/main/java/net/finmath/marketdata/model/bond/Bond.java
float couponPayment=fixedCoupon ;
double couponPayment=fixedCoupon ;
for(int periodIndex=0; periodIndex<schedule.getNumberOfPeriods(); periodIndex++) { final double paymentDate = schedule.getPayment(periodIndex); final double periodLength = schedule.getPeriodLength(periodIndex); final double discountFactor = paymentDate > evaluationTime ? discountCurve.getDiscountFactor(model, paymentDate) : 0.0; final double survivalProbabilityFactor = survivalProbabilityCurve != null ? (paymentDate > evaluationTime ? survivalProbabilityCurve.getValue(model, paymentDate) : 0.0) : 1.0; final double basisFactorFactor = basisFactorCurve != null ? (paymentDate > evaluationTime ? basisFactorCurve.getValue(model, paymentDate) : 0.0) : 1.0; <extra_id_0> if(forwardCurve != null ) { couponPayment = floatingSpread+forwardCurve.getForward(model, schedule.getFixing(periodIndex)); } value += couponPayment * periodLength * discountFactor * survivalProbabilityFactor * basisFactorFactor; if(positiveRecoveryRate) { double previousPaymentDate = 0 ;