/src/main/java/net/finmath/montecarlo/interestrate/products/SimpleZeroSwap.java
payoff = payoff.div( monteCarloProbabilities).mult( numeraire) ;
payoff = payoff.div ( numeraire ) .mult ( monteCarloProbabilities ) ;
RandomVariable payoff = index.sub(swaprate).mult(periodLength).mult(notional); if(!isPayFix) { payoff = payoff.mult(-1.0); } final RandomVariable numeraire = model.getNumeraire(paymentDate); final RandomVariable monteCarloProbabilities = model.getMonteCarloWeights(paymentDate); <extra_id_0> values = values.add(payoff); notional = notional.mult(swaprate*periodLength); } final RandomVariable numeraireAtEvalTime = model.getNumeraire(evaluationTime); final RandomVariable monteCarloProbabilitiesAtEvalTime = model.getMonteCarloWeights(evaluationTime); values = values.mult(numeraireAtEvalTime).div(monteCarloProbabilitiesAtEvalTime);