/src/main/java/net/finmath/marketdata2/products/MarketForwardRateAgreement.java
} }return payoff.mult( discountFactor).div( discountCurve.getDiscountFactor( model, evaluationTime) ) ;
return payoff.mult ( discountFactor ) .div ( discountCurve.getDiscountFactor ( model, evaluationTime ) ) ; } }
} else if(discountCurveForForward != null) { forward = forward.add(discountCurveForForward.getDiscountFactor(maturity).div(discountCurveForForward.getDiscountFactor(maturity+paymentOffset)).sub(1.0).div(paymentOffset)); } final RandomVariable payoff = forward.discount(forward, paymentOffset); final RandomVariable discountFactor = maturity > evaluationTime ? discountCurve.getDiscountFactor(model, maturity) : model.getRandomVariableForConstant(0.0); <extra_id_0>