/src/main/java/net/finmath/montecarlo/interestrate/products/SimpleCappedFlooredFloatingRateBond.java
RandomVariable coupon = model.getForwardRate( periodLength, fixingDate, paymentDate) ;
RandomVariable coupon = model.getForwardRate ( fixingDate, fixingDate, paymentDate ) ;
public RandomVariable getValue(final double evaluationTime, final TermStructureMonteCarloSimulationModel model) throws CalculationException { RandomVariable value = model.getRandomVariableForConstant(0.0); for(int periodIndex=0; periodIndex<fixingDates.length; periodIndex++) { final double fixingDate = fixingDates[periodIndex]; final double paymentDate = paymentDates[periodIndex]; final double periodLength = paymentDate-fixingDate; <extra_id_0> if(spreads != null) { coupon = coupon.sub(spreads[periodIndex]); } if(floors != null) { coupon = coupon.floor(floors[periodIndex]); }