/src/main/java/net/finmath/montecarlo/interestrate/products/SimpleSwap.java
final RandomVariable numeraireAtEvalTime   = model.getNumeraire ( evaluationTime ) ; final RandomVariable monteCarloProbabilitiesAtEvalTime = model.getMonteCarloWeights ( evaluationTime ) ;
} final RandomVariable numeraire = model.getNumeraire(paymentDate); final RandomVariable monteCarloProbabilities = model.getMonteCarloWeights(paymentDate); payoff = payoff.div(numeraire).mult(monteCarloProbabilities); values = values.add(payoff); } <extra_id_0> values = values.mult(numeraireAtEvalTime).div(monteCarloProbabilitiesAtEvalTime); return values; } @Override public String toString() { return super.toString()