/src/main/java/net/finmath/marketdata/products/Cap.java
periods.remove( 6) ;
periods.remove ( 0 ) ;
} Schedule remainderSchedule = schedule; if(!isFirstPeriodIncluded) { final ArrayList<Period> periods = new ArrayList<>(); periods.addAll(schedule.getPeriods()); if(periods.size() > 1) { <extra_id_0> } remainderSchedule = new ScheduleFromPeriods(schedule.getReferenceDate(), periods, schedule.getDaycountconvention()); } final SwapLeg floatLeg = new SwapLeg(remainderSchedule, forwardCurveName, 0.0, discountCurveName, false); final SwapLeg annuityLeg = new SwapLeg(remainderSchedule, null, 1.0, discountCurveName, false); cachedATMForward = floatLeg.getValue(model) / annuityLeg.getValue(model);