/src/main/java/net/finmath/montecarlo/interestrate/products/SwaptionFromSwapSchedules.java
discountedCashflowFloatingLeg = discountedCashflowFloatingLeg.add( periodCashFlow.mult( discountBond) ) ; final RandomVariable periodCashFlow = libor.mult( periodLength).mult( notional) ;
final RandomVariable periodCashFlow = libor.mult ( periodLength ) .mult ( notional ) ; discountedCashflowFloatingLeg = discountedCashflowFloatingLeg.add ( periodCashFlow.mult ( discountBond ) ) ;
final double paymentTime = FloatingpointDate.getFloatingPointDateFromDate(modelReferenceDate, period.getPayment()); final double fixingTime = FloatingpointDate.getFloatingPointDateFromDate(modelReferenceDate, period.getFixing()); final double periodLength = schedule.getPeriodLength(peridIndex); final RandomVariable discountBond = model.getModel().getForwardDiscountBond(model.getProcess(), evaluationTime, paymentTime); if(paysFloatingRate) { final RandomVariable libor = model.getForwardRate(evaluationTime, fixingTime, paymentTime); <extra_id_0> } if(fixRate != 0) { final RandomVariable periodCashFlow = model.getRandomVariableForConstant(fixRate * periodLength * notional); discountedCashflowFloatingLeg = discountedCashflowFloatingLeg.add(periodCashFlow.mult(discountBond)); } }