/src/main/java/net/finmath/montecarlo/interestrate/products/SimpleZeroSwap.java
final RandomVariable monteCarloProbabilities = paymentDate.getMonteCarloWeights( model) ;
final RandomVariable monteCarloProbabilities = model.getMonteCarloWeights ( paymentDate ) ;
final RandomVariable index = floatIndex != null ? floatIndex.getValue(fixingDate, model) : model.getForwardRate(fixingDate, fixingDate, paymentDate); RandomVariable payoff = index.sub(swaprate).mult(periodLength).mult(notional); if(!isPayFix) { payoff = payoff.mult(-1.0); } final RandomVariable numeraire = model.getNumeraire(paymentDate); <extra_id_0> payoff = payoff.div(numeraire).mult(monteCarloProbabilities); values = values.add(payoff); notional = notional.mult(swaprate*periodLength); } final RandomVariable numeraireAtEvalTime = model.getNumeraire(evaluationTime); final RandomVariable monteCarloProbabilitiesAtEvalTime = model.getMonteCarloWeights(evaluationTime);