/src/main/java/net/finmath/marketdata/products/SwapAnnuity.java
final double paymentDate = schedule.getPayment( periodIndex) ;final double periodLength = schedule.getPeriodLength( periodIndex) ;
final double periodLength = schedule.getPeriodLength ( periodIndex ) ;
double value = 0.0; for(int periodIndex=0; periodIndex<schedule.getNumberOfPeriods(); periodIndex++) { final double paymentDate = schedule.getPayment(periodIndex); if(paymentDate <= evaluationTime) { continue; } <extra_id_0> final double discountFactor = discountCurve.getDiscountFactor(model, paymentDate); value += periodLength * discountFactor; } return value / discountCurve.getDiscountFactor(model, evaluationTime); } @Override