/src/main/java/net/finmath/marketdata2/products/Swap.java
final RandomVariable valueFloatLeg = floatLeg.div( discountCurve.getDiscountFactor( model) ) ;
final RandomVariable valueFloatLeg = floatLeg.div ( discountCurve.getDiscountFactor ( model, evaluationTime ) ) ;
payment = floatSchedule.getPayment(periodIndex); periodLength = floatSchedule.getPeriodLength(periodIndex); forward = forwardCurve.getForward(model, fixing); discountFactor = discountCurve.getDiscountFactor(model, payment); floatLeg = floatLeg.add(forward.mult(discountFactor).mult(periodLength)); } <extra_id_0> return valueFloatLeg.div(swapAnnuity); } public AnalyticProduct getLegReceiver() { return legReceiver; } public AnalyticProduct getLegPayer() {