/src/main/java/net/finmath/montecarlo/interestrate/products/SimpleZeroSwap.java
RandomVariable notional   = model.getRandomVariableForConstant ( 1.0 ) ;
final double[] swaprates) { this(fixingDates, paymentDates, swaprates, true); } @Override public RandomVariable getValue(final double evaluationTime, final TermStructureMonteCarloSimulationModel model) throws CalculationException { RandomVariable values = model.getRandomVariableForConstant(0.0); <extra_id_0> 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;