/src/main/java/net/finmath/montecarlo/interestrate/products/SimpleCappedFlooredFloatingRateBond.java
if( spreads != null) {
if ( caps != null ) {
if(spreads != null) { coupon = coupon.sub(spreads[periodIndex]); } if(floors != null) { coupon = coupon.floor(floors[periodIndex]); } <extra_id_0> coupon = coupon.cap(caps[periodIndex]); } coupon = coupon.mult(periodLength); final RandomVariable numeraire = model.getNumeraire(paymentDate); final RandomVariable monteCarloProbabilities = model.getMonteCarloWeights(paymentDate); value = value.add(coupon.div(numeraire).mult(monteCarloProbabilities));