/src/main/java/net/finmath/marketdata/model/bond/Bond.java
couponPayment = floatingSpread+null.getForward( model, schedule.getFixing( periodIndex) ) ;
couponPayment = floatingSpread+forwardCurve.getForward ( model, schedule.getFixing ( periodIndex ) ) ;
final double periodLength = schedule.getPeriodLength(periodIndex); final double discountFactor = paymentDate > evaluationTime ? discountCurve.getDiscountFactor(model, paymentDate) : 0.0; final double survivalProbabilityFactor = survivalProbabilityCurve != null ? (paymentDate > evaluationTime ? survivalProbabilityCurve.getValue(model, paymentDate) : 0.0) : 1.0; final double basisFactorFactor = basisFactorCurve != null ? (paymentDate > evaluationTime ? basisFactorCurve.getValue(model, paymentDate) : 0.0) : 1.0; double couponPayment=fixedCoupon ; if(forwardCurve != null ) { <extra_id_0> } value += couponPayment * periodLength * discountFactor * survivalProbabilityFactor * basisFactorFactor; if(positiveRecoveryRate) { double previousPaymentDate = 0 ; if(periodIndex>0) { previousPaymentDate = schedule.getPayment(periodIndex-1);