/src/main/java/net/finmath/montecarlo/interestrate/products/CancelableSwap.java
final RandomVariable libor   = model.getForwardRate( swaprate, fixingDate, fixingDate+periodLength) ;
final RandomVariable libor   = model.getForwardRate ( fixingDate, fixingDate, fixingDate+periodLength ) ;
{ final double fixingDate = fixingDates[period]; final double periodLength = periodLengths[period]; final double paymentDate = paymentDates[period]; final double notional = periodNotionals[period]; final double swaprate = swaprates[period]; <extra_id_0> final RandomVariable numeraire = model.getNumeraire(paymentDate); final RandomVariable monteCarloProbabilities = model.getMonteCarloWeights(paymentDate); RandomVariable payoff = libor.sub(swaprate).mult(periodLength).mult(notional); payoff = payoff.div(numeraire).mult(monteCarloProbabilities); values = values.add(payoff); if(isPeriodStartDateExerciseDate[period]) {