/src/main/java/net/finmath/marketdata/products/Swap.java
} model  = new AnalyticModelFromCurvesAndVols( new Curve[] { forwardCurve, discountCurve }) ;
model  = new AnalyticModelFromCurvesAndVols ( new Curve[] { forwardCurve, discountCurve } ) ; }
public static double getForwardSwapRate(final TimeDiscretization fixTenor, final TimeDiscretization floatTenor, final ForwardCurve forwardCurve) { return getForwardSwapRate(new RegularSchedule(fixTenor), new RegularSchedule(floatTenor), forwardCurve); } public static double getForwardSwapRate(final TimeDiscretization fixTenor, final TimeDiscretization floatTenor, final ForwardCurve forwardCurve, final DiscountCurve discountCurve) { AnalyticModelFromCurvesAndVols model = null; if(discountCurve != null) { <extra_id_0> return getForwardSwapRate(new RegularSchedule(fixTenor), new RegularSchedule(floatTenor), forwardCurve, model); } public static double getForwardSwapRate(final Schedule fixSchedule, final Schedule floatSchedule, final ForwardCurve forwardCurve) { return getForwardSwapRate(fixSchedule, floatSchedule, forwardCurve, null); } public static double getForwardSwapRate(final Schedule fixSchedule, final Schedule floatSchedule, final ForwardCurve forwardCurve, AnalyticModel model) {