/src/main/java/net/finmath/montecarlo/interestrate/products/SimpleSwap.java
if ( paymentDate < evaluationTime ) { continue; }
for(int period=0; period<fixingDates.length; period++) { final double fixingDate = fixingDates[period]; final double paymentDate = paymentDates[period]; final double swaprate = swaprates[period]; final double periodLength = paymentDate - fixingDate; <extra_id_0> final RandomVariable forwardRate = model.getForwardRate(fixingDate, fixingDate, paymentDate); RandomVariable payoff = forwardRate.sub(swaprate).mult(periodLength).mult(notional[period]); if(!isPayFix) { payoff = payoff.mult(-1.0); } final RandomVariable numeraire = model.getNumeraire(paymentDate);