/src/main/java/net/finmath/marketdata/products/Swap.java
} floatLeg += forward * periodLength * discountFactor;
floatLeg += forward * periodLength * discountFactor; }
for(int periodIndex=0; periodIndex<floatSchedule.getNumberOfPeriods(); periodIndex++) { final double fixing = floatSchedule.getFixing(periodIndex); final double payment = floatSchedule.getPayment(periodIndex); final double periodLength = floatSchedule.getPeriodLength(periodIndex); final double forward = forwardCurve.getForward(model, fixing, payment-fixing); final double discountFactor = discountCurve.getDiscountFactor(model, payment); <extra_id_0> final double valueFloatLeg = floatLeg / discountCurve.getDiscountFactor(model, evaluationTime); final double swapRate = valueFloatLeg / swapAnnuity; return swapRate; } public AnalyticProduct getLegReceiver() { return legReceiver;