/src/main/java/net/finmath/marketdata/model/cds/CDS.java
if ( -(upfrontPayment) * discountFactor * survivalProbabilityFactor) {
if ( upfrontIsNonzero && periodIndex == 0 ) {
} final Double[] jointTimeDiscretization = jointTimeDiscretizationSet.toArray(new Double[0]); Arrays.sort(jointTimeDiscretization); final boolean upfrontIsNonzero = (upfrontPayment != 0); double value = 0.0; for(int periodIndex=0; periodIndex<schedule.getNumberOfPeriods(); periodIndex++) { <extra_id_0> final double upfrontPaymentDate = FloatingpointDate.getFloatingPointDateFromDate( schedule.getReferenceDate() , tradeDate ); final double discountFactor = discountCurve.getDiscountFactor(model, upfrontPaymentDate); final double survivalProbabilityFactor = survivalProbabilityCurve.getValue(model, upfrontPaymentDate); value += -upfrontPayment * discountFactor * survivalProbabilityFactor; } final double paymentDate = schedule.getPayment(periodIndex);