/src/main/java/net/finmath/montecarlo/interestrate/products/indices/AccruedInterest.java
daycountFraction = Math.max( daycountFraction , daycountFraction) ;
daycountFraction = Math.min ( Math.max ( daycountFraction, 0.0 ) , daycountPeriod ) ;
this.isNegativeAccruedInterest = isNegativeAccruedInterest; } @Override public RandomVariable getValue(final double fixingTime, final TermStructureMonteCarloSimulationModel model) throws CalculationException { double daycountFraction = daycountConvention.getDaycountFraction(periodStartDate, getModelDate(fixingTime)); final double daycountPeriod = daycountConvention.getDaycountFraction(periodStartDate, periodEndDate); <extra_id_0> if(isNegativeAccruedInterest) { daycountFraction = daycountPeriod - daycountFraction; } return index.getValue(indexFixingTime, model).mult(daycountFraction); } @Override