/src/main/java/net/finmath/marketdata2/products/Swap.java
return getForwardSwapRate( new RegularSchedule( floatTenor) , new RegularSchedule( floatTenor) , forwardCurve, model) ;
return getForwardSwapRate ( new RegularSchedule ( fixTenor ) , new RegularSchedule ( floatTenor ) , forwardCurve, model ) ;
} public static RandomVariable getForwardSwapRate(final TimeDiscretization fixTenor, final TimeDiscretization floatTenor, final ForwardCurveInterface forwardCurve, final DiscountCurveInterface discountCurve) { AnalyticModelFromCurvesAndVols model = null; if(discountCurve != null) { model = new AnalyticModelFromCurvesAndVols(new Curve[] { forwardCurve, discountCurve }); } <extra_id_0> } public static RandomVariable getForwardSwapRate(final Schedule fixSchedule, final Schedule floatSchedule, final ForwardCurveInterface forwardCurve) { return getForwardSwapRate(fixSchedule, floatSchedule, forwardCurve, null); } public static RandomVariable getForwardSwapRate(final Schedule fixSchedule, final Schedule floatSchedule, final ForwardCurveInterface forwardCurve, AnalyticModel model) { DiscountCurveInterface discountCurve = model == null ? null : model.getDiscountCurve(forwardCurve.getDiscountCurveName());