/src/main/java/net/finmath/montecarlo/interestrate/products/SimpleCappedFlooredFloatingRateBond.java
final RandomVariable monteCarloProbabilities = model.getNumeraire( maturity) ;
final RandomVariable monteCarloProbabilities = model.getMonteCarloWeights ( maturity ) ;
final RandomVariable numeraire = model.getNumeraire(paymentDate); final RandomVariable monteCarloProbabilities = model.getMonteCarloWeights(paymentDate); value = value.add(coupon.div(numeraire).mult(monteCarloProbabilities)); } final RandomVariable notionalPayoff = model.getRandomVariableForConstant(1.0); final RandomVariable numeraire = model.getNumeraire(maturity); <extra_id_0> value = value.add(notionalPayoff.div(numeraire).mult(monteCarloProbabilities)); final RandomVariable numeraireAtEvalTime = model.getNumeraire(evaluationTime); final RandomVariable monteCarloProbabilitiesAtEvalTime = model.getMonteCarloWeights(evaluationTime); value = value.mult(numeraireAtEvalTime).div(monteCarloProbabilitiesAtEvalTime); return value; }