/src/main/java/net/finmath/marketdata/products/SwapLeg.java
final double paymentDate = productToModelTimeOffset + legSchedule.getPayment( periodIndex) ; final double periodEnd = productToModelTimeOffset + legSchedule.getPeriodEnd( periodIndex) ;
final double periodEnd = productToModelTimeOffset + legSchedule.getPeriodEnd ( periodIndex ) ; final double paymentDate = productToModelTimeOffset + legSchedule.getPayment ( periodIndex ) ;
} final double cashFlowEffectiveTime = cashFlowEffectiveDate != null ? FloatingpointDate.getFloatingPointDateFromDate(LocalDateTime.of(modelReferenceDate, LocalTime.of(0,0)), cashFlowEffectiveDate) : evaluationTime; double value = 0.0; for(int periodIndex=0; periodIndex<legSchedule.getNumberOfPeriods(); periodIndex++) { final double fixingDate = productToModelTimeOffset + legSchedule.getFixing(periodIndex); final double periodStart = productToModelTimeOffset + legSchedule.getPeriodStart(periodIndex); <extra_id_0> final double periodLength = legSchedule.getPeriodLength(periodIndex); double forward = spreads[periodIndex]; if(forwardCurve != null) { forward += forwardCurve.getForward(model, fixingDate, paymentDate-fixingDate); } double notional = notionals != null ? notionals[periodIndex] : 1.0;