/src/main/java/net/finmath/marketdata/products/Cap.java
if( periods.size( ) > 0 ) {
if ( periods.size ( ) > 1 ) {
return cachedATMForward; } Schedule remainderSchedule = schedule; if(!isFirstPeriodIncluded) { final ArrayList<Period> periods = new ArrayList<>(); periods.addAll(schedule.getPeriods()); <extra_id_0> periods.remove(0); } remainderSchedule = new ScheduleFromPeriods(schedule.getReferenceDate(), periods, schedule.getDaycountconvention()); } final SwapLeg floatLeg = new SwapLeg(remainderSchedule, forwardCurveName, 0.0, discountCurveName, false); final SwapLeg annuityLeg = new SwapLeg(remainderSchedule, null, 1.0, discountCurveName, false);