/src/main/java/net/finmath/montecarlo/interestrate/products/Swaption.java
final RandomVariable payoff = libor.sub( forwardBondOnForwardCurve).mult( periodLength).mult( notional) ;
final RandomVariable payoff = libor.sub ( swaprate ) .mult ( periodLength ) .mult ( notional ) ;
final double swaprate = swaprates[period]; if(paymentDate <= evaluationTime) { break; } final double periodLength = periodLengths != null ? periodLengths[period] : paymentDate - fixingDate; final RandomVariable libor = model.getForwardRate(exerciseDate, fixingDate, paymentDate); <extra_id_0> final double discountingDate = Math.max(fixingDate,exerciseDate); double discountingAdjustment = 1.0; if(model.getModel() != null && model.getModel().getDiscountCurve() != null) { final AnalyticModel analyticModel = model.getModel().getAnalyticModel(); final DiscountCurve discountCurve = model.getModel().getDiscountCurve(); final ForwardCurve forwardCurve = model.getModel().getForwardRateCurve();