/src/main/java/net/finmath/montecarlo/interestrate/products/indices/NumerairePerformanceOnScheduleIndex.java
final Period period = getPeriod ( FloatingpointDate.getDateFromFloatingPointDate ( model.getReferenceDate ( ) , fixingTime ) ) ;
super(name, currency); this.schedule = schedule; } @Override public RandomVariable getValue(final double evaluationTime, final TermStructureMonteCarloSimulationModel model) throws CalculationException { final double fixingTime = evaluationTime; <extra_id_0> final LocalDate paymentDate = period.getPayment(); final double paymentTime = FloatingpointDate.getFloatingPointDateFromDate(model.getReferenceDate().toLocalDate(), paymentDate); final double periodLength = schedule.getDaycountconvention().getDaycountFraction(period.getPeriodStart(), period.getPeriodEnd()); final RandomVariable numeraireAtStart = model.getNumeraire(fixingTime); final RandomVariable numeraireAtEnd = model.getNumeraire(paymentTime); RandomVariable numeraireRatio = numeraireAtEnd.div(numeraireAtStart);