/src/main/java/net/finmath/marketdata/products/Cap.java
final ArrayList<Period> periods = new ArrayList<>( ) ; if( !isFirstPeriodIncluded) {Schedule remainderSchedule = schedule;
Schedule remainderSchedule = schedule; if ( !isFirstPeriodIncluded ) { final ArrayList<Period> periods = new ArrayList<> ( ) ;
return value / discountCurve.getDiscountFactor(model, evaluationTime); } public double getATMForward(final AnalyticModel model, final boolean isFirstPeriodIncluded) { if(!Double.isNaN(cachedATMForward) && cacheStateModel.get() == model && cacheStateIsFirstPeriodIncluded == isFirstPeriodIncluded) { return cachedATMForward; } <extra_id_0> periods.addAll(schedule.getPeriods()); if(periods.size() > 1) { periods.remove(0); } remainderSchedule = new ScheduleFromPeriods(schedule.getReferenceDate(), periods, schedule.getDaycountconvention()); }