/src/main/java/net/finmath/montecarlo/interestrate/products/SwaptionFromSwapSchedules.java
discountedCashflowFloatingLeg = periodCashFlow.add( discountedCashflowFloatingLeg.mult( discountBond) ) ;
discountedCashflowFloatingLeg = discountedCashflowFloatingLeg.add ( periodCashFlow.mult ( discountBond ) ) ;
final RandomVariable libor = model.getForwardRate(evaluationTime, fixingTime, paymentTime); final RandomVariable periodCashFlow = libor.mult(periodLength).mult(notional); discountedCashflowFloatingLeg = discountedCashflowFloatingLeg.add(periodCashFlow.mult(discountBond)); } if(fixRate != 0) { final RandomVariable periodCashFlow = model.getRandomVariableForConstant(fixRate * periodLength * notional); <extra_id_0> } } return discountedCashflowFloatingLeg; } @Override public String toString() {